-2.0%
QBTS vs BROS
+10.5%
-12.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.5% | -9.3% | -4.4% |
| 7D | -10.5% | +6.3% | -16.8% | -11.8% |
| 30D | -20.5% | -8.3% | -12.2% | -18.9% |
| 3M | -54.3% | -29.8% | -24.5% | -50.5% |
| 6M | -55.4% | -25.8% | -29.6% | -52.6% |
| YTD | -63.4% | -41.4% | -22.1% | -58.9% |
| 1Y | -59.1% | -35.2% | -24.0% | -55.2% |
| 3Y | +1,216.8% | +32.8% | +1,184.0% | +1,262.2% |
| 5Y | -2.6% | -42.2% | +39.5% | +0.9% |
| All | -2.0% | +10.5% | -12.5% | +1.6% |
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