+65.5%
QBTS vs BNS
+135.5%
-69.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.3% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | -19.0% | +3.5% | -22.5% | -21.4% |
| 3M | -29.5% | +14.1% | -43.5% | -37.2% |
| 6M | -11.2% | +33.8% | -44.9% | -29.9% |
| YTD | -35.8% | +29.5% | -65.2% | -48.0% |
| 1Y | +1.7% | +48.4% | -46.7% | -26.0% |
| 3Y | +1,470.1% | +129.6% | +1,340.5% | +744.2% |
| 5Y | +72.3% | +96.1% | -23.8% | -3.9% |
| All | +65.5% | +135.5% | -69.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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