+75.4%
QBTS vs BLDR
+13.4%
+62.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.5% |
| 7D | +3.8% | -2.7% | +6.5% | +4.5% |
| 30D | -15.2% | -14.7% | -0.5% | -11.3% |
| 3M | -27.2% | -20.8% | -6.4% | -22.7% |
| 6M | -10.1% | -35.3% | +25.3% | +1.0% |
| YTD | -34.5% | -40.3% | +5.8% | -25.1% |
| 1Y | +6.0% | -56.3% | +62.3% | +31.7% |
| 3Y | +1,779.3% | -56.1% | +1,835.4% | +2,135.1% |
| 5Y | +75.4% | +12.9% | +62.5% | +106.1% |
| All | +75.4% | +13.4% | +62.0% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling