+5.2%
QBTS vs EXC
+92.2%
-87.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.0% | +20.0% | +17.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.1% |
| 30D | -29.8% | +10.0% | -39.8% | -27.8% |
| 3M | -45.0% | +1.6% | -46.6% | -44.5% |
| 6M | -55.2% | +3.3% | -58.4% | -54.5% |
| YTD | -59.2% | +7.6% | -66.7% | -58.1% |
| 1Y | -62.4% | +3.5% | -65.8% | -61.6% |
| 3Y | +1,264.0% | +27.7% | +1,236.3% | +1,334.9% |
| 5Y | +8.8% | +41.1% | -32.4% | +16.0% |
| All | +5.2% | +92.2% | -87.0% | +9.8% |
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