+1,987.8%
QBTS vs BTSG
+416.6%
+1,571.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | +3.8% | +2.9% | +0.9% | +2.6% |
| 30D | -15.2% | +0.9% | -16.1% | -16.0% |
| 3M | -27.2% | +1.6% | -28.8% | -29.1% |
| 6M | -10.1% | +46.8% | -56.9% | -27.3% |
| YTD | -34.5% | +65.5% | -100.1% | -50.1% |
| 1Y | +6.0% | +136.2% | -130.2% | -31.9% |
| All | +1,987.8% | +416.6% | +1,571.2% | +991.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling