-56.0%
BABA vs QBTS
+4.2%
-60.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +18.0% | -16.7% | +0.5% |
| 7D | +11.6% | +0.3% | +11.4% | +11.5% |
| 30D | +2.3% | -29.8% | +32.1% | +3.7% |
| 3M | -13.7% | -45.0% | +31.3% | -11.8% |
| 6M | -21.9% | -55.2% | +33.3% | -20.0% |
| YTD | -24.6% | -59.2% | +34.5% | -23.0% |
| 1Y | -34.1% | -62.4% | +28.3% | -32.7% |
| 3Y | +36.3% | +1,264.0% | -1,227.7% | +17.9% |
| 5Y | -26.7% | +8.8% | -35.5% | -34.3% |
| All | -56.0% | +4.2% | -60.2% | -57.4% |
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