+4.9%
QBTS vs BURL
+10.8%
-5.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -22.5% | -4.4% | -18.1% | -21.7% |
| 3M | -47.4% | -28.6% | -18.8% | -43.6% |
| 6M | -55.7% | -12.3% | -43.4% | -54.9% |
| YTD | -59.3% | -11.3% | -48.0% | -58.6% |
| 1Y | -63.3% | -10.4% | -52.8% | -62.9% |
| 3Y | +1,379.2% | +96.1% | +1,283.1% | +1,323.3% |
| 5Y | +8.3% | -5.0% | +13.4% | +7.7% |
| All | +4.9% | +10.8% | -5.9% | +5.5% |
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