+5.2%
QBTS vs ALB
-24.2%
+29.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.9% | +17.1% | +17.7% |
| 7D | +0.3% | +9.1% | -8.8% | -2.9% |
| 30D | -29.8% | -3.4% | -26.4% | -29.0% |
| 3M | -45.0% | -20.6% | -24.4% | -40.6% |
| 6M | -55.2% | -48.2% | -7.0% | -44.4% |
| YTD | -59.2% | -29.2% | -29.9% | -54.6% |
| 1Y | -62.4% | +10.0% | -72.4% | -64.4% |
| 3Y | +1,264.0% | -12.9% | +1,276.9% | +1,185.4% |
| 5Y | +8.8% | -61.3% | +70.0% | +13.0% |
| All | +5.2% | -24.2% | +29.5% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling