+74.1%
QBTS vs BTG
+20.2%
+53.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.9% | +9.4% | +7.4% |
| 7D | +6.8% | +4.8% | +2.0% | +5.2% |
| 30D | -14.9% | +8.3% | -23.2% | -17.0% |
| 3M | -31.6% | +32.3% | -63.9% | -37.5% |
| 6M | -4.9% | +3.0% | -7.9% | -7.3% |
| YTD | -32.4% | +21.9% | -54.3% | -36.8% |
| 1Y | +14.6% | +28.2% | -13.6% | +5.8% |
| 3Y | +1,839.6% | +99.9% | +1,739.7% | +1,552.4% |
| 5Y | +81.2% | +73.6% | +7.7% | +55.3% |
| All | +74.1% | +20.2% | +53.9% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling