+249.6%
ALAB vs QBTS
+421.4%
-171.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.4% | +6.3% | +12.2% |
| 7D | -5.6% | +13.7% | -19.3% | -7.7% |
| 30D | -36.6% | -21.3% | -15.4% | -33.2% |
| 3M | -35.1% | -44.7% | +9.6% | -27.2% |
| 6M | +8.5% | -49.2% | +57.7% | +22.5% |
| YTD | +30.4% | -56.1% | +86.5% | +48.2% |
| 1Y | +31.0% | -61.1% | +92.2% | +50.5% |
| All | +249.6% | +421.4% | -171.7% | +124.0% |
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