+13.0%
QBTS vs ALC
+20.1%
-7.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +13.7% | +2.1% | +11.6% | +12.9% |
| 30D | -21.3% | +17.2% | -38.5% | -24.8% |
| 3M | -44.7% | +4.6% | -49.4% | -45.6% |
| 6M | -49.2% | +20.1% | -69.3% | -52.4% |
| YTD | -56.1% | -4.2% | -51.9% | -55.8% |
| 1Y | -61.1% | +2.1% | -63.2% | -61.8% |
| 3Y | +1,511.0% | +4.5% | +1,506.5% | +1,481.4% |
| 5Y | +16.6% | -12.3% | +28.9% | +15.4% |
| All | +13.0% | +20.1% | -7.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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