+65.5%
QBTS vs BLK
+78.7%
-13.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.4% |
| 7D | +1.3% | -3.3% | +4.6% | +3.9% |
| 30D | -19.0% | -6.5% | -12.5% | -14.8% |
| 3M | -29.5% | +6.7% | -36.2% | -33.6% |
| 6M | -11.2% | +14.7% | -25.9% | -19.6% |
| YTD | -35.8% | +2.5% | -38.3% | -37.0% |
| 1Y | +1.7% | -2.8% | +4.5% | +5.0% |
| 3Y | +1,470.1% | +65.9% | +1,404.2% | +1,170.8% |
| 5Y | +72.3% | +33.0% | +39.3% | +45.7% |
| All | +65.5% | +78.7% | -13.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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