+4.9%
QBTS vs BN
+97.0%
-92.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.3% |
| 7D | +2.6% | -2.4% | +5.0% | +5.2% |
| 30D | -22.5% | +13.5% | -36.0% | -30.9% |
| 3M | -47.4% | -5.9% | -41.4% | -44.7% |
| 6M | -55.7% | -8.9% | -46.8% | -51.9% |
| YTD | -59.3% | -7.9% | -51.4% | -55.7% |
| 1Y | -63.3% | -8.3% | -55.0% | -59.7% |
| 3Y | +1,379.2% | +100.8% | +1,278.4% | +923.1% |
| 5Y | +8.3% | +38.2% | -29.9% | -22.5% |
| All | +4.9% | +97.0% | -92.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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