+65.5%
QBTS vs BLDR
+68.4%
-2.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.2% |
| 7D | +1.3% | -8.2% | +9.6% | +3.7% |
| 30D | -19.0% | -16.6% | -2.4% | -15.0% |
| 3M | -29.5% | -23.2% | -6.3% | -24.8% |
| 6M | -11.2% | -33.7% | +22.6% | -1.7% |
| YTD | -35.8% | -41.3% | +5.6% | -27.0% |
| 1Y | +1.7% | -58.8% | +60.5% | +26.0% |
| 3Y | +1,470.1% | -57.5% | +1,527.5% | +1,760.7% |
| 5Y | +72.3% | +12.9% | +59.4% | +96.5% |
| All | +65.5% | +68.4% | -2.9% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling