+74.1%
QBTS vs BBY
+11.3%
+62.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +7.0% |
| 7D | +6.8% | +8.1% | -1.3% | +3.6% |
| 30D | -14.9% | +8.9% | -23.8% | -18.1% |
| 3M | -31.6% | +22.0% | -53.6% | -37.2% |
| 6M | -4.9% | +37.8% | -42.8% | -17.1% |
| YTD | -32.4% | +37.3% | -69.7% | -41.1% |
| 1Y | +14.6% | +21.6% | -7.0% | +4.5% |
| 3Y | +1,839.6% | +41.5% | +1,798.1% | +1,555.7% |
| 5Y | +81.2% | +1.2% | +80.0% | +59.8% |
| All | +74.1% | +11.3% | +62.8% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling