+63.3%
QBTS vs ALLY
+53.8%
+9.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -2.4% | +3.7% | -6.1% | -4.3% |
| 30D | -22.5% | -2.3% | -20.2% | -21.4% |
| 3M | -40.0% | +3.8% | -43.8% | -41.1% |
| 6M | -12.3% | +9.7% | -22.0% | -16.2% |
| YTD | -36.6% | -1.4% | -35.2% | -35.9% |
| 1Y | +8.4% | +8.2% | +0.2% | +5.3% |
| 3Y | +1,380.4% | +66.5% | +1,313.9% | +1,109.7% |
| 5Y | +69.7% | +1.2% | +68.5% | +40.4% |
| All | +63.3% | +53.8% | +9.5% | +33.5% |
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