-59.2%
BABA vs QBTS
+3.9%
-63.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | -3.6% | +2.6% | -6.2% | -3.8% |
| 30D | -8.4% | -22.5% | +14.1% | -7.6% |
| 3M | -20.6% | -47.4% | +26.8% | -18.7% |
| 6M | -25.4% | -55.7% | +30.3% | -23.6% |
| YTD | -30.1% | -59.3% | +29.2% | -28.6% |
| 1Y | -36.3% | -63.3% | +27.0% | -34.9% |
| 3Y | +30.4% | +1,379.2% | -1,348.8% | +12.6% |
| 5Y | -35.7% | +8.3% | -44.1% | -42.4% |
| All | -59.2% | +3.9% | -63.1% | -60.5% |
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