+70.7%
QBTS vs BROS
+33.7%
+37.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.9% |
| 7D | -1.0% | -6.1% | +5.1% | +0.5% |
| 30D | -17.6% | -12.4% | -5.3% | -15.1% |
| 3M | -28.3% | -27.9% | -0.4% | -22.7% |
| 6M | -11.2% | -16.8% | +5.6% | -7.8% |
| YTD | -36.3% | -29.0% | -7.2% | -31.3% |
| 1Y | +3.9% | -33.2% | +37.1% | +12.7% |
| 3Y | +1,728.8% | +56.8% | +1,672.0% | +1,710.8% |
| All | +70.7% | +33.7% | +37.0% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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