+2.2%
ABNB vs QBTS
+77.0%
-74.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.7% |
| 7D | -7.4% | +3.8% | -11.3% | -7.6% |
| 30D | -8.2% | -15.2% | +7.0% | -7.6% |
| 3M | +29.1% | -27.2% | +56.4% | +30.4% |
| 6M | +26.6% | -10.1% | +36.6% | +25.6% |
| YTD | +25.0% | -34.5% | +59.5% | +25.3% |
| 1Y | +37.0% | +6.0% | +31.0% | +33.2% |
| 3Y | +16.3% | +1,779.3% | -1,762.9% | -9.2% |
| 5Y | +2.2% | +75.4% | -73.2% | -16.0% |
| All | +2.2% | +77.0% | -74.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling