-62.7%
QBTS vs BLDR
-44.0%
-18.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.6% | -4.0% | -6.7% |
| 7D | +8.7% | -8.2% | +16.9% | +11.1% |
| 30D | -26.5% | +16.3% | -42.7% | -30.3% |
| 3M | -52.6% | -17.0% | -35.6% | -50.1% |
| 6M | -56.0% | -17.4% | -38.6% | -54.3% |
| YTD | -62.4% | -41.6% | -20.8% | -57.4% |
| 1Y | -62.7% | -43.5% | -19.2% | -57.6% |
| All | -62.7% | -44.0% | -18.7% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling