-2.9%
QBTS vs BROS
-43.5%
+40.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.5% | -9.3% | -4.7% |
| 7D | -10.5% | +6.3% | -16.8% | -12.0% |
| 30D | -20.5% | -8.3% | -12.2% | -18.7% |
| 3M | -54.3% | -29.8% | -24.5% | -49.9% |
| 6M | -55.4% | -25.8% | -29.6% | -52.2% |
| YTD | -63.4% | -41.4% | -22.1% | -58.2% |
| 1Y | -59.1% | -35.2% | -24.0% | -54.6% |
| 3Y | +1,216.8% | +32.8% | +1,184.0% | +1,256.7% |
| All | -2.9% | -43.5% | +40.5% | +0.4% |
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