+70.2%
QBTS vs ALC
-16.0%
+86.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -2.4% | -2.1% | -0.3% | -1.7% |
| 30D | -22.5% | -0.1% | -22.4% | -22.4% |
| 3M | -40.0% | +5.9% | -45.9% | -41.6% |
| 6M | -12.3% | -15.9% | +3.6% | -7.1% |
| YTD | -36.6% | -10.1% | -26.5% | -34.5% |
| 1Y | +8.4% | -10.2% | +18.7% | +11.2% |
| 3Y | +1,380.4% | -13.6% | +1,393.9% | +1,418.5% |
| All | +70.2% | -16.0% | +86.2% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling