+65.2%
ALAB vs QBTS
+7.2%
+58.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +10.2% |
| 7D | +7.2% | -2.4% | +9.6% | +8.1% |
| 30D | -2.5% | -22.5% | +20.0% | +5.2% |
| 3M | -13.3% | -40.0% | +26.7% | +0.7% |
| 6M | +172.8% | -12.3% | +185.2% | +172.0% |
| YTD | +86.6% | -36.6% | +123.2% | +98.4% |
| 1Y | +65.2% | +8.4% | +56.7% | +56.6% |
| All | +65.2% | +7.2% | +58.0% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling