+13.0%
QBTS vs ALLY
+36.8%
-23.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.9% |
| 7D | +13.7% | -0.2% | +13.9% | +13.7% |
| 30D | -21.3% | +3.4% | -24.7% | -22.7% |
| 3M | -44.7% | -11.1% | -33.7% | -41.2% |
| 6M | -49.2% | -11.5% | -37.7% | -45.8% |
| YTD | -56.1% | -12.3% | -43.8% | -52.9% |
| 1Y | -61.1% | +1.1% | -62.2% | -61.0% |
| 3Y | +1,511.0% | +64.8% | +1,446.2% | +1,256.8% |
| 5Y | +16.6% | -6.9% | +23.4% | +2.3% |
| All | +13.0% | +36.8% | -23.8% | -1.9% |
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