+13.0%
QBTS vs ALLE
+87.9%
-74.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +6.3% |
| 7D | +13.7% | -0.6% | +14.3% | +14.1% |
| 30D | -21.3% | +26.6% | -47.9% | -28.6% |
| 3M | -44.7% | +13.2% | -57.9% | -47.6% |
| 6M | -49.2% | +42.9% | -92.1% | -56.3% |
| YTD | -56.1% | +21.0% | -77.2% | -59.7% |
| 1Y | -61.1% | +15.2% | -76.3% | -63.6% |
| 3Y | +1,511.0% | +95.6% | +1,415.4% | +1,166.4% |
| 5Y | +16.6% | +53.4% | -36.9% | -2.0% |
| All | +13.0% | +87.9% | -74.9% | -4.7% |
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