+68.7%
QBTS vs EXC
+84.1%
-15.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.9% |
| 30D | -15.2% | -0.9% | -14.3% | -15.3% |
| 3M | -27.2% | -2.7% | -24.5% | -27.6% |
| 6M | -10.1% | -9.4% | -0.7% | -11.6% |
| YTD | -34.5% | +3.0% | -37.6% | -33.8% |
| 1Y | +6.0% | +5.1% | +0.9% | +7.7% |
| 3Y | +1,779.3% | +20.6% | +1,758.7% | +1,836.8% |
| 5Y | +75.4% | +45.7% | +29.7% | +83.1% |
| All | +68.7% | +84.1% | -15.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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