+0.2%
QBTS vs ABCL
-23.2%
+23.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -6.5% |
| 7D | +8.7% | +4.4% | +4.3% | +7.2% |
| 30D | -26.5% | -7.9% | -18.6% | -23.6% |
| 3M | -52.6% | +12.2% | -64.8% | -55.2% |
| 6M | -56.0% | +134.7% | -190.7% | -71.5% |
| YTD | -62.4% | +239.8% | -302.1% | -79.3% |
| 1Y | -62.7% | +192.7% | -255.4% | -78.0% |
| 3Y | +1,266.7% | +187.6% | +1,079.0% | +632.7% |
| 5Y | +0.2% | -22.6% | +22.8% | -38.0% |
| All | +0.2% | -23.2% | +23.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling