+70.9%
QBTS vs BTDR
+16.5%
+54.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -0.4% |
| 7D | -1.0% | -3.2% | +2.2% | +0.2% |
| 30D | -17.6% | +32.7% | -50.3% | -25.9% |
| 3M | -28.3% | -28.4% | 0.0% | -21.4% |
| 6M | -11.2% | +51.7% | -62.9% | -24.4% |
| YTD | -36.3% | +2.9% | -39.1% | -38.7% |
| 1Y | +3.9% | -15.5% | +19.3% | +3.7% |
| 3Y | +1,728.8% | 0.0% | +1,728.8% | +1,473.9% |
| 5Y | +70.9% | +16.5% | +54.4% | +63.9% |
| All | +70.9% | +16.5% | +54.4% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling