+365.7%
ALAB vs QBTS
+703.2%
-337.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.6% | -13.5% | -8.2% |
| 7D | +3.2% | +6.8% | -3.6% | +1.8% |
| 30D | -13.6% | -14.9% | +1.3% | -11.2% |
| 3M | -16.6% | -31.6% | +15.0% | -11.2% |
| 6M | +142.3% | -4.9% | +147.3% | +140.0% |
| YTD | +73.6% | -32.4% | +106.1% | +80.7% |
| 1Y | +33.7% | +14.6% | +19.1% | +26.7% |
| All | +365.7% | +703.2% | -337.5% | +172.9% |
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