-65.1%
QBTS vs BKR
+5.7%
-70.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +2.8% |
| 7D | -11.8% | -8.8% | -3.0% | -7.8% |
| 30D | -33.6% | -13.1% | -20.5% | -28.9% |
| 3M | -52.5% | -18.9% | -33.5% | -47.5% |
| 6M | -50.4% | -27.2% | -23.2% | -42.8% |
| YTD | -60.3% | +10.7% | -71.0% | -66.5% |
| 1Y | -65.1% | +9.7% | -74.8% | -73.2% |
| All | -65.1% | +5.7% | -70.8% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling