+30.1%
ABNB vs QBTS
-4.0%
+34.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | +0.4% |
| 7D | +6.5% | +8.7% | -2.3% | +6.0% |
| 30D | +9.4% | -26.5% | +35.8% | +10.8% |
| 3M | +0.6% | -52.6% | +53.1% | +3.7% |
| 6M | +33.7% | -56.0% | +89.7% | +37.3% |
| YTD | +33.5% | -62.4% | +95.8% | +37.0% |
| 1Y | +48.8% | -62.7% | +111.6% | +52.2% |
| 3Y | +53.3% | +1,266.7% | -1,213.4% | +21.1% |
| 5Y | -12.3% | +0.2% | -12.5% | -24.0% |
| All | +30.1% | -4.0% | +34.1% | +14.7% |
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