-5.8%
QBTS vs BR
+46.6%
-52.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -2.9% |
| 7D | -10.5% | +1.1% | -11.6% | -10.7% |
| 30D | -20.5% | +14.4% | -34.9% | -23.1% |
| 3M | -54.3% | +12.4% | -66.7% | -55.6% |
| 6M | -55.4% | +35.4% | -90.9% | -59.0% |
| YTD | -63.4% | -12.2% | -51.3% | -61.8% |
| 1Y | -59.1% | -12.7% | -46.4% | -57.3% |
| 3Y | +1,216.8% | +14.3% | +1,202.5% | +1,171.4% |
| 5Y | -2.6% | +19.3% | -21.9% | -7.6% |
| All | -5.8% | +46.6% | -52.4% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling