+70.2%
QBTS vs ABCL
-41.3%
+111.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -22.5% | +93.1% | -115.6% | -43.2% |
| 3M | -40.0% | +79.4% | -119.4% | -55.4% |
| 6M | -12.3% | +214.9% | -227.2% | -48.3% |
| YTD | -36.6% | +234.2% | -270.8% | -63.8% |
| 1Y | +8.4% | +174.8% | -166.3% | -34.1% |
| 3Y | +1,380.4% | +104.5% | +1,275.9% | +796.5% |
| All | +70.2% | -41.3% | +111.5% | +7.6% |
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