+1,839.6%
QBTS vs BB
+68.2%
+1,771.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.2% |
| 7D | +6.8% | +0.5% | +6.3% | +6.5% |
| 30D | -14.9% | -12.4% | -2.5% | -7.9% |
| 3M | -31.6% | -15.3% | -16.3% | -26.5% |
| 6M | -4.9% | +128.8% | -133.7% | -47.5% |
| YTD | -32.4% | +107.7% | -140.1% | -60.0% |
| 1Y | +14.6% | +103.9% | -89.3% | -32.8% |
| 3Y | +1,839.6% | +72.6% | +1,767.0% | +1,071.9% |
| All | +1,839.6% | +68.2% | +1,771.5% | +1,071.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling