+2,054.9%
QBTS vs BTSG
+421.3%
+1,633.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.0% | +3.6% | +5.2% |
| 7D | +6.8% | +5.7% | +1.1% | +4.3% |
| 30D | -14.9% | +0.2% | -15.1% | -15.4% |
| 3M | -31.6% | +5.6% | -37.2% | -34.7% |
| 6M | -4.9% | +50.8% | -55.7% | -24.1% |
| YTD | -32.4% | +67.0% | -99.5% | -48.7% |
| 1Y | +14.6% | +145.5% | -130.9% | -27.8% |
| All | +2,054.9% | +421.3% | +1,633.5% | +1,021.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling