+71.4%
QBTS vs BTDR
+19.6%
+51.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.5% |
| 7D | +1.3% | -3.4% | +4.7% | +2.6% |
| 30D | -19.0% | +32.6% | -51.6% | -27.1% |
| 3M | -29.5% | -32.2% | +2.8% | -21.1% |
| 6M | -11.2% | +52.4% | -63.5% | -24.5% |
| YTD | -35.8% | +6.7% | -42.4% | -39.0% |
| 1Y | +1.7% | -15.2% | +16.9% | +1.3% |
| 3Y | +1,470.1% | +14.9% | +1,455.2% | +1,217.0% |
| 5Y | +72.3% | +20.8% | +51.5% | +62.5% |
| All | +71.4% | +19.6% | +51.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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