+74.1%
QBTS vs ALLY
+48.7%
+25.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.3% | +9.9% | +8.3% |
| 7D | +6.8% | +1.0% | +5.8% | +6.1% |
| 30D | -14.9% | -3.3% | -11.6% | -13.4% |
| 3M | -31.6% | +0.5% | -32.0% | -31.7% |
| 6M | -4.9% | +12.6% | -17.5% | -10.3% |
| YTD | -32.4% | -4.7% | -27.7% | -30.6% |
| 1Y | +14.6% | +5.2% | +9.4% | +12.8% |
| 3Y | +1,839.6% | +66.5% | +1,773.1% | +1,497.1% |
| 5Y | +81.2% | +0.2% | +81.0% | +52.2% |
| All | +74.1% | +48.7% | +25.4% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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