+1,216.8%
QBTS vs B
+163.8%
+1,053.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -10.5% | -7.3% | -3.2% | -6.1% |
| 30D | -20.5% | -3.3% | -17.2% | -18.8% |
| 3M | -54.3% | -7.8% | -46.5% | -52.0% |
| 6M | -55.4% | -15.5% | -39.9% | -50.9% |
| YTD | -63.4% | -12.3% | -51.2% | -60.1% |
| 1Y | -59.1% | +5.4% | -64.5% | -58.5% |
| 3Y | +1,216.8% | +165.5% | +1,051.3% | +978.5% |
| All | +1,216.8% | +163.8% | +1,053.0% | +978.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling