+5.2%
QBTS vs ABCL
-80.5%
+85.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +6.7% | +11.3% | +15.8% |
| 7D | +0.3% | -3.2% | +3.5% | +1.7% |
| 30D | -29.8% | -7.4% | -22.4% | -27.8% |
| 3M | -45.0% | +81.9% | -126.9% | -56.0% |
| 6M | -55.2% | +135.7% | -190.9% | -67.8% |
| YTD | -59.2% | +247.4% | -306.5% | -74.0% |
| 1Y | -62.4% | +162.3% | -224.6% | -74.0% |
| 3Y | +1,264.0% | +165.5% | +1,098.5% | +771.6% |
| 5Y | +8.8% | -21.3% | +30.0% | -25.8% |
| All | +5.2% | -80.5% | +85.7% | -26.8% |
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