-56.6%
BABA vs QBTS
-11.7%
-44.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.8% | +15.5% | +3.2% |
| 7D | +8.6% | -21.7% | +30.3% | +9.6% |
| 30D | -1.1% | -42.7% | +41.6% | +1.2% |
| 3M | -15.9% | -57.7% | +41.8% | -13.0% |
| 6M | -17.5% | -58.0% | +40.4% | -15.3% |
| YTD | -25.6% | -65.4% | +39.8% | -23.4% |
| 1Y | -33.8% | -70.8% | +37.0% | -31.7% |
| 3Y | +34.6% | +930.8% | -896.1% | +17.7% |
| 5Y | -27.7% | -7.8% | -19.8% | -34.6% |
| All | -56.6% | -11.7% | -44.9% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling