+13.0%
QBTS vs ALK
-18.5%
+31.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.1% | +0.3% | +4.3% |
| 7D | +13.7% | +8.9% | +4.8% | +9.4% |
| 30D | -21.3% | +5.9% | -27.2% | -23.4% |
| 3M | -44.7% | -16.5% | -28.2% | -40.5% |
| 6M | -49.2% | +2.1% | -51.3% | -50.2% |
| YTD | -56.1% | -17.1% | -39.0% | -53.4% |
| 1Y | -61.1% | -2.9% | -58.3% | -61.0% |
| 3Y | +1,511.0% | +24.5% | +1,486.5% | +1,387.5% |
| 5Y | +16.6% | -29.1% | +45.7% | +16.8% |
| All | +13.0% | -18.5% | +31.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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