+65.5%
QBTS vs BBY
+13.1%
+52.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | -0.3% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | -19.0% | +9.4% | -28.4% | -22.2% |
| 3M | -29.5% | +19.3% | -48.8% | -34.6% |
| 6M | -11.2% | +47.9% | -59.1% | -24.5% |
| YTD | -35.8% | +39.6% | -75.3% | -44.4% |
| 1Y | +1.7% | +22.2% | -20.5% | -7.4% |
| 3Y | +1,470.1% | +45.0% | +1,425.1% | +1,230.8% |
| 5Y | +72.3% | +2.6% | +69.7% | +51.0% |
| All | +65.5% | +13.1% | +52.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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