+70.9%
QBTS vs BNS
+92.5%
-21.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.4% |
| 7D | -1.0% | -2.2% | +1.2% | +1.0% |
| 30D | -17.6% | +4.5% | -22.1% | -21.1% |
| 3M | -28.3% | +14.9% | -43.2% | -37.3% |
| 6M | -11.2% | +32.5% | -43.7% | -31.1% |
| YTD | -36.3% | +28.6% | -64.9% | -49.3% |
| 1Y | +3.9% | +48.4% | -44.5% | -26.9% |
| 3Y | +1,728.8% | +130.8% | +1,598.0% | +813.1% |
| 5Y | +70.9% | +94.8% | -23.9% | -9.8% |
| All | +70.9% | +92.5% | -21.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling