+25.4%
QBTS vs BIYA
-99.9%
+125.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +4.9% | -13.5% | -8.7% |
| 7D | +1.1% | -4.1% | +5.1% | +1.1% |
| 30D | -28.1% | -35.5% | +7.4% | -27.6% |
| 3M | -48.1% | -56.3% | +8.2% | -47.5% |
| 6M | -53.6% | -88.7% | +35.1% | -54.6% |
| YTD | -59.9% | -97.0% | +37.0% | -59.6% |
| 1Y | -64.3% | -98.7% | +34.4% | -63.3% |
| All | +25.4% | -99.9% | +125.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling