+5.2%
QBTS vs B
+106.0%
-100.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.5% | +17.5% | +17.8% |
| 7D | +0.3% | +9.6% | -9.3% | -3.1% |
| 30D | -29.8% | +3.5% | -33.4% | -30.7% |
| 3M | -45.0% | -1.6% | -43.4% | -44.6% |
| 6M | -55.2% | -1.7% | -53.5% | -54.8% |
| YTD | -59.2% | -5.3% | -53.8% | -58.0% |
| 1Y | -62.4% | +27.2% | -89.6% | -63.4% |
| 3Y | +1,264.0% | +166.1% | +1,097.9% | +1,132.8% |
| 5Y | +8.8% | +136.5% | -127.7% | -3.0% |
| All | +5.2% | +106.0% | -100.8% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling