+5.2%
QBTS vs ALLY
+35.5%
-30.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.7% | +19.7% | +18.9% |
| 7D | +0.3% | +0.9% | -0.6% | -0.4% |
| 30D | -29.8% | +3.1% | -32.9% | -31.0% |
| 3M | -45.0% | -12.6% | -32.4% | -41.0% |
| 6M | -55.2% | -12.4% | -42.7% | -51.9% |
| YTD | -59.2% | -13.2% | -46.0% | -56.0% |
| 1Y | -62.4% | +1.8% | -64.2% | -62.4% |
| 3Y | +1,264.0% | +58.0% | +1,206.0% | +1,066.7% |
| 5Y | +8.8% | -8.4% | +17.2% | -4.1% |
| All | +5.2% | +35.5% | -30.3% | -8.3% |
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