+63.3%
QBTS vs BLDR
+83.6%
-20.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | -22.5% | -13.3% | -9.2% | -19.4% |
| 3M | -40.0% | -12.3% | -27.8% | -38.4% |
| 6M | -12.3% | -31.5% | +19.1% | -3.9% |
| YTD | -36.6% | -36.1% | -0.5% | -29.6% |
| 1Y | +8.4% | -54.1% | +62.5% | +30.3% |
| 3Y | +1,380.4% | -55.8% | +1,436.1% | +1,624.9% |
| 5Y | +69.7% | +20.7% | +49.0% | +89.4% |
| All | +63.3% | +83.6% | -20.2% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling