+4.9%
QBTS vs BB
+13.3%
-8.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.8% |
| 7D | +2.6% | +7.3% | -4.7% | +0.8% |
| 30D | -22.5% | +11.2% | -33.7% | -24.6% |
| 3M | -47.4% | +4.7% | -52.0% | -48.1% |
| 6M | -55.7% | +51.1% | -106.8% | -60.7% |
| YTD | -59.3% | +148.0% | -207.3% | -68.4% |
| 1Y | -63.3% | +106.1% | -169.4% | -70.1% |
| 3Y | +1,379.2% | +158.2% | +1,220.9% | +1,028.3% |
| 5Y | +8.3% | -10.8% | +19.2% | -15.6% |
| All | +4.9% | +13.3% | -8.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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