+1.7%
QBTS vs BTDR
-13.8%
+15.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -1.1% |
| 7D | +1.3% | -3.4% | +4.7% | +3.1% |
| 30D | -19.0% | +32.6% | -51.6% | -30.8% |
| 3M | -29.5% | -32.2% | +2.8% | -16.8% |
| 6M | -11.2% | +52.4% | -63.5% | -31.7% |
| YTD | -35.8% | +6.7% | -42.4% | -41.8% |
| 1Y | +1.7% | -15.2% | +16.9% | +9.3% |
| All | +1.7% | -13.8% | +15.5% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling