-3.1%
QBTS vs ALB
-27.6%
+24.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.2% | -6.4% | -7.2% |
| 7D | +8.7% | -3.6% | +12.3% | +10.3% |
| 30D | -26.5% | -2.9% | -23.6% | -25.7% |
| 3M | -52.6% | -25.8% | -26.7% | -47.5% |
| 6M | -56.0% | -53.6% | -2.4% | -43.2% |
| YTD | -62.4% | -32.4% | -30.0% | -57.5% |
| 1Y | -62.7% | -13.0% | -49.7% | -61.6% |
| 3Y | +1,266.7% | -15.0% | +1,281.7% | +1,204.2% |
| 5Y | +0.2% | -63.5% | +63.7% | +5.9% |
| All | -3.1% | -27.6% | +24.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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