+3.3%
QBTS vs BURL
+9.8%
-6.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.3% | -7.4% | -8.4% |
| 7D | +1.1% | +5.9% | -4.8% | -0.2% |
| 30D | -28.1% | -8.3% | -19.8% | -26.7% |
| 3M | -48.1% | -31.6% | -16.5% | -43.9% |
| 6M | -53.6% | -16.6% | -37.0% | -52.3% |
| YTD | -59.9% | -12.1% | -47.8% | -59.2% |
| 1Y | -64.3% | -10.0% | -54.3% | -64.0% |
| 3Y | +1,355.6% | +94.3% | +1,261.3% | +1,303.4% |
| 5Y | +6.6% | -13.2% | +19.8% | +6.2% |
| All | +3.3% | +9.8% | -6.6% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling