-48.1%
QBTS vs BB
+2.2%
-50.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.9% | -7.8% | -8.0% |
| 7D | +1.1% | +11.6% | -10.5% | -5.0% |
| 30D | -28.1% | +2.6% | -30.7% | -29.3% |
| 3M | -48.1% | +3.5% | -51.6% | -50.0% |
| All | -48.1% | +2.2% | -50.3% | -50.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling