+1,457.0%
QBTS vs BKR
+69.4%
+1,387.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | +0.6% |
| 7D | -1.0% | -6.7% | +5.7% | +2.4% |
| 30D | -17.6% | -8.3% | -9.3% | -14.2% |
| 3M | -28.3% | -5.4% | -22.9% | -26.5% |
| 6M | -11.2% | +0.8% | -12.0% | -12.3% |
| YTD | -36.3% | +31.8% | -68.1% | -44.9% |
| 1Y | +3.9% | +28.6% | -24.7% | -8.9% |
| All | +1,457.0% | +69.4% | +1,387.6% | +1,049.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling