+1,216.8%
QBTS vs BTDR
+41.1%
+1,175.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | +0.9% |
| 7D | -10.5% | -6.9% | -3.6% | -8.0% |
| 30D | -20.5% | -31.5% | +11.0% | -7.1% |
| 3M | -54.3% | -36.1% | -18.2% | -45.9% |
| 6M | -55.4% | -57.6% | +2.2% | -38.6% |
| YTD | -63.4% | -50.0% | -13.4% | -53.8% |
| 1Y | -59.1% | -49.6% | -9.5% | -48.4% |
| 3Y | +1,216.8% | +48.5% | +1,168.3% | +1,031.9% |
| All | +1,216.8% | +41.1% | +1,175.7% | +1,031.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling