+75.4%
QBTS vs BB
-25.5%
+100.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | +3.8% | +1.8% | +2.0% | +3.0% |
| 30D | -15.2% | -12.2% | -3.0% | -10.1% |
| 3M | -27.2% | -12.3% | -14.9% | -24.1% |
| 6M | -10.1% | +122.7% | -132.8% | -38.9% |
| YTD | -34.5% | +104.5% | -139.0% | -53.6% |
| 1Y | +6.0% | +106.7% | -100.7% | -25.8% |
| 3Y | +1,779.3% | +70.0% | +1,709.3% | +1,231.4% |
| 5Y | +75.4% | -27.8% | +103.2% | +25.2% |
| All | +75.4% | -25.5% | +100.9% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling