-65.1%
QBTS vs BURL
-4.6%
-60.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -1.7% |
| 7D | -11.8% | +10.4% | -22.2% | -13.9% |
| 30D | -33.6% | -4.9% | -28.7% | -32.8% |
| 3M | -52.5% | -29.8% | -22.7% | -48.3% |
| 6M | -50.4% | -16.5% | -33.9% | -49.9% |
| YTD | -60.3% | -10.5% | -49.8% | -59.7% |
| 1Y | -65.1% | -5.3% | -59.8% | -64.8% |
| All | -65.1% | -4.6% | -60.5% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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