+1,065.9%
QBTS vs BTSG
+493.4%
+572.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -10.5% | +6.0% | -16.5% | -12.8% |
| 30D | -20.5% | +12.4% | -32.9% | -24.6% |
| 3M | -54.3% | +18.2% | -72.5% | -57.9% |
| 6M | -55.4% | +26.0% | -81.4% | -61.0% |
| YTD | -63.4% | +90.1% | -153.6% | -73.9% |
| 1Y | -59.1% | +124.3% | -183.4% | -73.0% |
| All | +1,065.9% | +493.4% | +572.4% | +470.5% |
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