-7.8%
QBTS vs BURL
-15.9%
+8.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.9% | -9.9% | -12.1% |
| 7D | -21.7% | +3.5% | -25.2% | -22.3% |
| 30D | -42.7% | -9.3% | -33.4% | -41.3% |
| 3M | -57.7% | -32.1% | -25.6% | -53.8% |
| 6M | -58.0% | -19.8% | -38.2% | -56.2% |
| YTD | -65.4% | -13.2% | -52.2% | -64.6% |
| 1Y | -70.8% | -7.8% | -63.0% | -70.7% |
| 3Y | +930.8% | +89.3% | +841.4% | +890.7% |
| 5Y | -7.8% | -15.8% | +8.0% | -7.7% |
| All | -7.8% | -15.9% | +8.0% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling