+3.3%
QBTS vs ABCL
-79.6%
+82.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.3% | -8.5% |
| 7D | +1.1% | +2.3% | -1.2% | +0.8% |
| 30D | -28.1% | -0.7% | -27.4% | -27.6% |
| 3M | -48.1% | +33.4% | -81.5% | -53.0% |
| 6M | -53.6% | +137.8% | -191.4% | -66.7% |
| YTD | -59.9% | +264.3% | -324.3% | -74.9% |
| 1Y | -64.3% | +209.2% | -273.5% | -76.4% |
| 3Y | +1,355.6% | +208.4% | +1,147.1% | +800.7% |
| 5Y | +6.6% | -11.9% | +18.5% | -28.4% |
| All | +3.3% | -79.6% | +82.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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