+3.3%
QBTS vs ALLE
+86.9%
-83.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | -28.1% | +25.9% | -54.0% | -34.6% |
| 3M | -48.1% | +14.9% | -63.0% | -51.0% |
| 6M | -53.6% | +42.1% | -95.7% | -60.0% |
| YTD | -59.9% | +20.4% | -80.3% | -63.1% |
| 1Y | -64.3% | +14.9% | -79.2% | -66.5% |
| 3Y | +1,355.6% | +90.1% | +1,265.5% | +1,052.2% |
| 5Y | +6.6% | +53.0% | -46.4% | -10.2% |
| All | +3.3% | +86.9% | -83.7% | -12.8% |
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