+65.5%
QBTS vs BR
+27.8%
+37.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.3% | -3.0% | +4.3% | +2.0% |
| 30D | -19.0% | -0.3% | -18.7% | -19.0% |
| 3M | -29.5% | +17.3% | -46.8% | -32.7% |
| 6M | -11.2% | -6.7% | -4.5% | -9.4% |
| YTD | -35.8% | -23.4% | -12.3% | -30.6% |
| 1Y | +1.7% | -32.7% | +34.4% | +14.6% |
| 3Y | +1,470.1% | -5.9% | +1,476.0% | +1,481.9% |
| 5Y | +72.3% | +8.4% | +63.9% | +68.7% |
| All | +65.5% | +27.8% | +37.7% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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