-7.2%
QBTS vs EXE
+161.7%
-168.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.3% | -10.9% | -8.9% |
| 7D | +1.1% | -2.2% | +3.3% | +1.4% |
| 30D | -28.1% | -0.3% | -27.8% | -28.1% |
| 3M | -48.1% | -9.3% | -38.8% | -47.5% |
| 6M | -53.6% | -7.2% | -46.3% | -53.3% |
| YTD | -59.9% | -18.9% | -41.0% | -59.0% |
| 1Y | -64.3% | -21.7% | -42.6% | -63.2% |
| 3Y | +1,355.6% | +21.0% | +1,334.6% | +1,298.6% |
| 5Y | +6.6% | +76.0% | -69.4% | +3.2% |
| All | -7.2% | +161.7% | -168.9% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling