-5.8%
QBTS vs EXC
+94.8%
-100.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.4% |
| 7D | -10.5% | +1.4% | -11.9% | -10.1% |
| 30D | -20.5% | +8.6% | -29.1% | -18.4% |
| 3M | -54.3% | +2.4% | -56.6% | -53.7% |
| 6M | -55.4% | +6.5% | -61.9% | -54.4% |
| YTD | -63.4% | +9.0% | -72.5% | -62.3% |
| 1Y | -59.1% | +4.6% | -63.7% | -58.1% |
| 3Y | +1,216.8% | +33.5% | +1,183.3% | +1,293.6% |
| 5Y | -2.6% | +41.4% | -44.0% | +4.4% |
| All | -5.8% | +94.8% | -100.6% | -1.3% |
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