+5.2%
QBTS vs ALLE
+82.9%
-77.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.9% | +18.9% | +18.4% |
| 7D | +0.3% | -0.6% | +0.8% | +0.5% |
| 30D | -29.8% | +25.3% | -55.2% | -36.2% |
| 3M | -45.0% | +10.3% | -55.2% | -47.3% |
| 6M | -55.2% | +38.0% | -93.2% | -61.0% |
| YTD | -59.2% | +17.8% | -76.9% | -62.1% |
| 1Y | -62.4% | +13.6% | -76.0% | -64.6% |
| 3Y | +1,264.0% | +89.2% | +1,174.8% | +985.0% |
| 5Y | +8.8% | +51.1% | -42.3% | -7.7% |
| All | +5.2% | +82.9% | -77.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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