+34.1%
ABNB vs QBTS
-6.7%
+40.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +6.0% | +3.3% |
| 7D | -1.7% | -10.5% | +8.8% | -1.2% |
| 30D | +11.8% | -20.5% | +32.3% | +12.8% |
| 3M | +0.9% | -54.3% | +55.1% | +4.2% |
| 6M | +40.5% | -55.4% | +95.9% | +44.1% |
| YTD | +37.6% | -63.4% | +101.1% | +41.4% |
| 1Y | +54.1% | -59.1% | +113.2% | +57.0% |
| 3Y | +56.8% | +1,216.8% | -1,160.0% | +24.1% |
| 5Y | -9.6% | -2.6% | -6.9% | -21.5% |
| All | +34.1% | -6.7% | +40.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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