+6.2%
ABT vs QBTS
+63.9%
-57.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -5.9% | +1.3% | -7.2% | -5.9% |
| 30D | -8.1% | -19.0% | +10.9% | -8.1% |
| 3M | +14.5% | -29.5% | +44.0% | +14.5% |
| 6M | -6.3% | -11.2% | +4.9% | -6.3% |
| YTD | -17.1% | -35.8% | +18.6% | -17.2% |
| 1Y | -21.4% | +1.7% | -23.1% | -21.4% |
| 3Y | +5.9% | +1,470.1% | -1,464.2% | +3.0% |
| 5Y | -12.8% | +72.3% | -85.1% | -16.7% |
| All | +6.2% | +63.9% | -57.7% | +3.2% |
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