+27.1%
BABA vs QBTS
+1,380.4%
-1,353.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -4.8% | -2.4% | -2.3% | -4.6% |
| 30D | -11.9% | -22.5% | +10.6% | -10.8% |
| 3M | -9.3% | -40.0% | +30.7% | -7.3% |
| 6M | -14.2% | -12.3% | -1.9% | -14.9% |
| YTD | -22.0% | -36.6% | +14.6% | -21.6% |
| 1Y | -12.7% | +8.4% | -21.1% | -15.1% |
| All | +27.1% | +1,380.4% | -1,353.2% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling