-40.4%
BABA vs QBTS
-62.5%
+22.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | +0.2% |
| 7D | -13.8% | -10.5% | -3.3% | -13.1% |
| 30D | -15.1% | -20.5% | +5.4% | -13.8% |
| 3M | -22.7% | -54.3% | +31.5% | -18.2% |
| 6M | -34.7% | -55.4% | +20.7% | -31.5% |
| YTD | -35.0% | -63.4% | +28.4% | -32.2% |
| 1Y | -40.4% | -59.1% | +18.7% | -38.4% |
| All | -40.4% | -62.5% | +22.1% | -38.4% |
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 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