-58.7%
BABA vs QBTS
+2.2%
-61.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.6% | +6.1% | -2.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.2% |
| 30D | -7.8% | -28.1% | +20.3% | -6.7% |
| 3M | -22.4% | -48.1% | +25.7% | -20.5% |
| 6M | -26.0% | -53.6% | +27.6% | -24.3% |
| YTD | -29.3% | -59.9% | +30.6% | -27.7% |
| 1Y | -37.5% | -64.3% | +26.8% | -36.0% |
| 3Y | +31.9% | +1,355.6% | -1,323.6% | +14.0% |
| 5Y | -33.4% | +6.6% | -40.0% | -40.3% |
| All | -58.7% | +2.2% | -61.0% | -60.0% |
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 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