+22.2%
ABNB vs QBTS
+63.9%
-41.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -6.5% | +1.3% | -7.8% | -6.5% |
| 30D | -5.5% | -19.0% | +13.5% | -4.7% |
| 3M | +30.0% | -29.5% | +59.5% | +31.5% |
| 6M | +27.6% | -11.2% | +38.7% | +26.7% |
| YTD | +25.4% | -35.8% | +61.2% | +25.9% |
| 1Y | +38.3% | +1.7% | +36.6% | +34.6% |
| 3Y | +15.5% | +1,470.1% | -1,454.6% | -9.7% |
| 5Y | +3.0% | +72.3% | -69.3% | -13.0% |
| All | +22.2% | +63.9% | -41.7% | +5.4% |
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