+13.0%
QBTS vs B
+114.7%
-101.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +5.9% |
| 7D | +13.7% | +11.3% | +2.4% | +9.4% |
| 30D | -21.3% | +2.9% | -24.2% | -22.0% |
| 3M | -44.7% | -2.9% | -41.9% | -44.2% |
| 6M | -49.2% | -1.2% | -48.0% | -48.9% |
| YTD | -56.1% | -1.3% | -54.8% | -55.5% |
| 1Y | -61.1% | +30.4% | -91.5% | -62.5% |
| 3Y | +1,511.0% | +195.3% | +1,315.7% | +1,336.9% |
| 5Y | +16.6% | +146.2% | -129.6% | +2.6% |
| All | +13.0% | +114.7% | -101.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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