+1,948.8%
QBTS vs BTSG
+389.4%
+1,559.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.2% |
| 7D | +1.3% | -3.3% | +4.6% | +2.8% |
| 30D | -19.0% | -1.6% | -17.4% | -18.9% |
| 3M | -29.5% | -6.9% | -22.6% | -28.6% |
| 6M | -11.2% | +42.1% | -53.3% | -27.2% |
| YTD | -35.8% | +56.8% | -92.6% | -49.9% |
| 1Y | +1.7% | +109.8% | -108.1% | -30.9% |
| All | +1,948.8% | +389.4% | +1,559.4% | +996.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling