+1,839.6%
QBTS vs EXE
+21.0%
+1,818.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +6.8% | -1.8% | +8.6% | +7.3% |
| 30D | -14.9% | +6.4% | -21.3% | -16.3% |
| 3M | -31.6% | +9.2% | -40.8% | -33.3% |
| 6M | -4.9% | -7.0% | +2.0% | -3.0% |
| YTD | -32.4% | -9.5% | -23.0% | -30.9% |
| 1Y | +14.6% | +6.2% | +8.4% | +7.2% |
| 3Y | +1,839.6% | +20.7% | +1,818.9% | +1,889.1% |
| All | +1,839.6% | +21.0% | +1,818.6% | +1,889.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling