+64.1%
QBTS vs BEN
+85.0%
-20.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.0% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -17.6% | +0.9% | -18.5% | -18.0% |
| 3M | -28.3% | +9.2% | -37.5% | -31.0% |
| 6M | -11.2% | +36.8% | -48.0% | -23.2% |
| YTD | -36.3% | +44.4% | -80.7% | -46.3% |
| 1Y | +3.9% | +45.8% | -42.0% | -12.7% |
| 3Y | +1,728.8% | +52.5% | +1,676.2% | +1,367.8% |
| 5Y | +70.9% | +37.7% | +33.2% | +42.1% |
| All | +64.1% | +85.0% | -20.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling