-35.3%
BABA vs QBTS
-66.5%
+31.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +4.3% | -11.8% | +16.1% | +5.3% |
| 30D | -5.0% | -33.6% | +28.7% | -2.1% |
| 3M | -18.4% | -52.5% | +34.1% | -13.8% |
| 6M | -20.3% | -50.4% | +30.1% | -17.4% |
| YTD | -27.5% | -60.3% | +32.8% | -25.0% |
| 1Y | -35.3% | -65.1% | +29.8% | -33.1% |
| All | -35.3% | -66.5% | +31.2% | -33.1% |
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