-10.8%
QBTS vs ALLY
+37.8%
-48.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.3% | -11.5% | -12.1% |
| 7D | -21.7% | -1.1% | -20.6% | -21.2% |
| 30D | -42.7% | +4.2% | -46.9% | -43.9% |
| 3M | -57.7% | -12.4% | -45.3% | -54.6% |
| 6M | -58.0% | -8.7% | -49.3% | -55.8% |
| YTD | -65.4% | -11.6% | -53.7% | -63.0% |
| 1Y | -70.8% | +0.2% | -71.0% | -70.5% |
| 3Y | +930.8% | +57.1% | +873.7% | +781.6% |
| 5Y | -7.8% | -6.8% | -1.0% | -19.3% |
| All | -10.8% | +37.8% | -48.7% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling