+64.1%
QBTS vs BN
+77.9%
-13.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.6% |
| 7D | -1.0% | -5.9% | +4.9% | +4.2% |
| 30D | -17.6% | -15.1% | -2.6% | -5.1% |
| 3M | -28.3% | -14.6% | -13.8% | -17.5% |
| 6M | -11.2% | -8.4% | -2.8% | -2.2% |
| YTD | -36.3% | -16.8% | -19.5% | -23.9% |
| 1Y | +3.9% | -14.4% | +18.2% | +22.1% |
| 3Y | +1,728.8% | +70.1% | +1,658.7% | +1,329.7% |
| 5Y | +70.9% | +33.5% | +37.3% | +33.7% |
| All | +64.1% | +77.9% | -13.8% | +26.2% |
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