+81.2%
QBTS vs EXEL
+195.7%
-114.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.8% | +7.0% |
| 7D | +6.8% | +1.4% | +5.5% | +6.5% |
| 30D | -14.9% | +6.7% | -21.5% | -16.1% |
| 3M | -31.6% | +11.5% | -43.1% | -33.0% |
| 6M | -4.9% | +38.8% | -43.7% | -10.7% |
| YTD | -32.4% | +31.6% | -64.0% | -36.0% |
| 1Y | +14.6% | +53.0% | -38.4% | +6.7% |
| 3Y | +1,839.6% | +160.8% | +1,678.8% | +1,759.4% |
| 5Y | +81.2% | +190.1% | -108.9% | +84.2% |
| All | +81.2% | +195.7% | -114.5% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling