+75.4%
QBTS vs EXE
+100.7%
-25.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.9% |
| 7D | +3.8% | -2.7% | +6.5% | +4.3% |
| 30D | -15.2% | -0.4% | -14.8% | -15.2% |
| 3M | -27.2% | +9.5% | -36.7% | -28.5% |
| 6M | -10.1% | -9.3% | -0.7% | -8.8% |
| YTD | -34.5% | -10.9% | -23.6% | -33.7% |
| 1Y | +6.0% | +4.3% | +1.7% | +3.4% |
| 3Y | +1,779.3% | +18.8% | +1,760.4% | +1,704.3% |
| 5Y | +75.4% | +101.4% | -26.0% | +68.2% |
| All | +75.4% | +100.7% | -25.3% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling