+63.3%
QBTS vs BNS
+136.4%
-73.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.4% |
| 7D | -2.4% | +1.5% | -4.0% | -3.7% |
| 30D | -22.5% | +6.0% | -28.4% | -26.2% |
| 3M | -40.0% | +16.3% | -56.4% | -47.4% |
| 6M | -12.3% | +28.8% | -41.1% | -28.8% |
| YTD | -36.6% | +30.0% | -66.6% | -48.8% |
| 1Y | +8.4% | +50.7% | -42.3% | -21.9% |
| 3Y | +1,380.4% | +125.4% | +1,255.0% | +700.8% |
| 5Y | +69.7% | +94.2% | -24.5% | -5.5% |
| All | +63.3% | +136.4% | -73.0% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling