+4.9%
QBTS vs EXEL
+265.6%
-260.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +2.6% | -2.8% | +5.4% | +3.3% |
| 30D | -22.5% | +18.2% | -40.7% | -24.6% |
| 3M | -47.4% | +37.7% | -85.1% | -50.2% |
| 6M | -55.7% | +42.2% | -97.9% | -58.2% |
| YTD | -59.3% | +61.3% | -120.6% | -62.4% |
| 1Y | -63.3% | +64.5% | -127.8% | -66.1% |
| 3Y | +1,379.2% | +236.7% | +1,142.5% | +1,266.2% |
| 5Y | +8.3% | +296.3% | -288.0% | +2.6% |
| All | +4.9% | +265.6% | -260.6% | -1.0% |
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