+65.5%
QBTS vs BTG
+19.1%
+46.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +1.3% | -3.8% | +5.1% | +2.4% |
| 30D | -19.0% | +3.6% | -22.6% | -20.0% |
| 3M | -29.5% | +32.0% | -61.5% | -35.5% |
| 6M | -11.2% | +3.4% | -14.5% | -13.4% |
| YTD | -35.8% | +20.8% | -56.5% | -39.8% |
| 1Y | +1.7% | +22.4% | -20.7% | -5.1% |
| 3Y | +1,470.1% | +91.7% | +1,378.4% | +1,243.9% |
| 5Y | +72.3% | +79.0% | -6.7% | +47.9% |
| All | +65.5% | +19.1% | +46.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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