+40.1%
ALAB vs QBTS
+10.8%
+29.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.2% | +5.1% |
| 7D | +9.6% | +3.8% | +5.8% | +7.9% |
| 30D | -5.3% | -15.2% | +9.9% | -0.7% |
| 3M | -12.0% | -27.2% | +15.2% | -3.8% |
| 6M | +145.7% | -10.1% | +155.8% | +142.1% |
| YTD | +80.7% | -34.5% | +115.2% | +89.5% |
| 1Y | +40.1% | +6.0% | +34.1% | +24.5% |
| All | +40.1% | +10.8% | +29.3% | +24.5% |
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