+223.1%
BMNR vs QBTS
-4.2%
+227.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.8% |
| 7D | +0.2% | +1.3% | -1.1% | -1.0% |
| 30D | +39.9% | -19.0% | +58.9% | +59.6% |
| 3M | +51.5% | -29.5% | +81.0% | +83.0% |
| 6M | +18.9% | -11.2% | +30.1% | -0.1% |
| YTD | -7.8% | -35.8% | +27.9% | +5.2% |
| 1Y | -47.6% | +1.7% | -49.3% | -89.0% |
| All | +223.1% | -4.2% | +227.2% | -106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling