+69.2%
QBTS vs BTDR
+23.8%
+45.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.4% | -2.8% |
| 7D | -2.4% | +20.0% | -22.4% | -8.8% |
| 30D | -22.5% | +11.9% | -34.4% | -26.4% |
| 3M | -40.0% | -36.9% | -3.1% | -31.0% |
| 6M | -12.3% | +56.5% | -68.8% | -26.3% |
| YTD | -36.6% | +10.4% | -47.0% | -40.6% |
| 1Y | +8.4% | +3.1% | +5.4% | +1.5% |
| 3Y | +1,380.4% | -2.6% | +1,383.0% | +1,163.9% |
| 5Y | +69.7% | +25.2% | +44.5% | +58.1% |
| All | +69.2% | +23.8% | +45.4% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling