+81.0%
QBTS vs BROS
+41.2%
+39.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +6.9% |
| 7D | +6.8% | -0.9% | +7.8% | +7.0% |
| 30D | -14.9% | -13.5% | -1.4% | -12.0% |
| 3M | -31.6% | -18.4% | -13.2% | -28.4% |
| 6M | -4.9% | -10.6% | +5.6% | -3.0% |
| YTD | -32.4% | -25.1% | -7.4% | -28.1% |
| 1Y | +14.6% | -28.6% | +43.2% | +22.5% |
| 3Y | +1,839.6% | +65.6% | +1,774.1% | +1,795.1% |
| All | +81.0% | +41.2% | +39.9% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling