-12.8%
QBTS vs EXE
+163.0%
-175.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.6% |
| 7D | +8.7% | +3.6% | +5.2% | +8.2% |
| 30D | -26.5% | -4.3% | -22.1% | -26.0% |
| 3M | -52.6% | -7.7% | -44.9% | -52.1% |
| 6M | -56.0% | -7.2% | -48.7% | -55.7% |
| YTD | -62.4% | -18.5% | -43.9% | -61.5% |
| 1Y | -62.7% | -24.4% | -38.4% | -61.3% |
| 3Y | +1,266.7% | +21.6% | +1,245.1% | +1,212.4% |
| 5Y | +0.2% | +77.3% | -77.1% | -3.1% |
| All | -12.8% | +163.0% | -175.8% | -17.7% |
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