+68.7%
QBTS vs EXEL
+201.6%
-132.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -3.3% |
| 7D | +3.8% | -0.3% | +4.2% | +3.8% |
| 30D | -15.2% | +10.1% | -25.3% | -16.7% |
| 3M | -27.2% | +10.1% | -37.3% | -28.3% |
| 6M | -10.1% | +37.7% | -47.8% | -14.7% |
| YTD | -34.5% | +33.1% | -67.6% | -37.6% |
| 1Y | +6.0% | +52.4% | -46.4% | -0.3% |
| 3Y | +1,779.3% | +163.8% | +1,615.4% | +1,688.4% |
| 5Y | +75.4% | +198.5% | -123.1% | +71.8% |
| All | +68.7% | +201.6% | -132.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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