+13.0%
QBTS vs ABCL
-79.5%
+92.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.2% | +2.2% | +5.7% |
| 7D | +13.7% | +12.4% | +1.3% | +9.9% |
| 30D | -21.3% | -0.4% | -20.9% | -20.9% |
| 3M | -44.7% | +80.4% | -125.1% | -55.7% |
| 6M | -49.2% | +138.5% | -187.7% | -63.6% |
| YTD | -56.1% | +265.5% | -321.6% | -72.6% |
| 1Y | -61.1% | +219.7% | -280.8% | -74.5% |
| 3Y | +1,511.0% | +209.4% | +1,301.5% | +895.7% |
| 5Y | +16.6% | -15.0% | +31.6% | -21.7% |
| All | +13.0% | -79.5% | +92.5% | -22.7% |
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