-15.3%
QBTS vs EXE
+165.2%
-180.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | -10.5% | +5.3% | -15.8% | -11.1% |
| 30D | -20.5% | -2.2% | -18.3% | -20.3% |
| 3M | -54.3% | -5.9% | -48.4% | -53.9% |
| 6M | -55.4% | -5.7% | -49.7% | -55.2% |
| YTD | -63.4% | -17.8% | -45.6% | -62.6% |
| 1Y | -59.1% | -23.1% | -36.0% | -57.7% |
| 3Y | +1,216.8% | +21.2% | +1,195.6% | +1,165.0% |
| 5Y | -2.6% | +78.8% | -81.5% | -5.9% |
| All | -15.3% | +165.2% | -180.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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