+3.3%
QBTS vs BP
+168.5%
-165.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.6% |
| 7D | +1.1% | -6.3% | +7.4% | +1.9% |
| 30D | -28.1% | -3.6% | -24.5% | -27.8% |
| 3M | -48.1% | +5.2% | -53.3% | -48.7% |
| 6M | -53.6% | +5.3% | -58.9% | -54.3% |
| YTD | -59.9% | +33.1% | -93.1% | -62.8% |
| 1Y | -64.3% | +26.3% | -90.6% | -66.5% |
| 3Y | +1,355.6% | +47.5% | +1,308.0% | +1,218.2% |
| 5Y | +6.6% | +106.2% | -99.6% | -1.3% |
| All | +3.3% | +168.5% | -165.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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