+400.4%
ALAB vs QBTS
+653.6%
-253.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +10.0% |
| 7D | +7.2% | -2.4% | +9.6% | +7.7% |
| 30D | -2.5% | -22.5% | +20.0% | +1.8% |
| 3M | -13.3% | -40.0% | +26.7% | -5.2% |
| 6M | +172.8% | -12.3% | +185.2% | +174.5% |
| YTD | +86.6% | -36.6% | +123.2% | +96.7% |
| 1Y | +65.2% | +8.4% | +56.7% | +58.5% |
| All | +400.4% | +653.6% | -253.2% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling