-62.1%
BABA vs QBTS
-6.7%
-55.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | +0.1% |
| 7D | -13.8% | -10.5% | -3.3% | -13.4% |
| 30D | -15.1% | -20.5% | +5.4% | -14.4% |
| 3M | -22.7% | -54.3% | +31.5% | -20.4% |
| 6M | -34.7% | -55.4% | +20.7% | -33.1% |
| YTD | -35.0% | -63.4% | +28.4% | -33.3% |
| 1Y | -40.4% | -59.1% | +18.7% | -39.3% |
| 3Y | +21.9% | +1,216.8% | -1,194.9% | +5.9% |
| 5Y | -39.9% | -2.6% | -37.2% | -45.9% |
| All | -62.1% | -6.7% | -55.4% | -63.1% |
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 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