-65.1%
QBTS vs BTSG
+111.7%
-176.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -11.8% | +17.4% | -29.2% | -17.1% |
| 30D | -33.6% | +12.6% | -46.2% | -36.5% |
| 3M | -52.5% | +11.2% | -63.7% | -54.4% |
| 6M | -50.4% | +30.4% | -80.8% | -58.9% |
| YTD | -60.3% | +86.4% | -146.7% | -75.6% |
| 1Y | -65.1% | +117.9% | -183.0% | -81.2% |
| All | -65.1% | +111.7% | -176.8% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling