-40.8%
BMNR vs QBTS
+7.2%
-48.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.9% |
| 7D | +4.9% | -2.4% | +7.3% | +6.4% |
| 30D | +35.5% | -22.5% | +58.0% | +50.5% |
| 3M | +39.6% | -40.0% | +79.6% | +71.2% |
| 6M | +18.2% | -12.3% | +30.6% | +12.7% |
| YTD | -8.0% | -36.6% | +28.6% | +4.0% |
| 1Y | -40.8% | +8.4% | -49.2% | -49.1% |
| All | -40.8% | +7.2% | -48.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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