+74.1%
QBTS vs ALB
-1.4%
+75.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +5.7% |
| 7D | +6.8% | -4.4% | +11.2% | +8.4% |
| 30D | -14.9% | -1.2% | -13.7% | -14.7% |
| 3M | -31.6% | -13.3% | -18.3% | -28.8% |
| 6M | -4.9% | -19.8% | +14.8% | +1.1% |
| YTD | -32.4% | -7.9% | -24.5% | -31.3% |
| 1Y | +14.6% | +60.2% | -45.6% | -4.2% |
| 3Y | +1,839.6% | -26.4% | +1,866.1% | +1,695.9% |
| 5Y | +81.2% | -42.5% | +123.8% | +72.4% |
| All | +74.1% | -1.4% | +75.5% | +68.8% |
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