+70.2%
QBTS vs B
+153.8%
-83.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | -22.5% | +9.4% | -31.9% | -24.9% |
| 3M | -40.0% | +5.0% | -45.0% | -41.0% |
| 6M | -12.3% | -3.5% | -8.8% | -11.8% |
| YTD | -36.6% | +4.5% | -41.1% | -37.0% |
| 1Y | +8.4% | +67.8% | -59.3% | -1.1% |
| 3Y | +1,380.4% | +196.7% | +1,183.7% | +1,179.8% |
| All | +70.2% | +153.8% | -83.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling