+64.1%
QBTS vs BKR
+198.6%
-134.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -0.9% |
| 7D | -1.0% | -6.7% | +5.7% | +0.9% |
| 30D | -17.6% | -8.3% | -9.3% | -15.7% |
| 3M | -28.3% | -5.4% | -22.9% | -27.3% |
| 6M | -11.2% | +0.8% | -12.0% | -11.6% |
| YTD | -36.3% | +31.8% | -68.1% | -40.6% |
| 1Y | +3.9% | +28.6% | -24.7% | -2.5% |
| 3Y | +1,728.8% | +71.2% | +1,657.5% | +1,505.5% |
| 5Y | +70.9% | +179.2% | -108.4% | +51.1% |
| All | +64.1% | +198.6% | -134.5% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling