+63.3%
QBTS vs EXC
+83.8%
-20.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.3% |
| 30D | -22.5% | -3.7% | -18.8% | -23.2% |
| 3M | -40.0% | -1.3% | -38.7% | -40.0% |
| 6M | -12.3% | -9.7% | -2.6% | -13.9% |
| YTD | -36.6% | +2.9% | -39.5% | -35.9% |
| 1Y | +8.4% | +4.4% | +4.0% | +10.0% |
| 3Y | +1,380.4% | +22.2% | +1,358.1% | +1,430.7% |
| 5Y | +69.7% | +46.7% | +23.0% | +77.0% |
| All | +63.3% | +83.8% | -20.5% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling