+6.6%
QBTS vs EXEL
+285.7%
-279.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.6% | -7.0% | -8.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -28.1% | +17.9% | -46.0% | -30.4% |
| 3M | -48.1% | +33.3% | -81.4% | -51.1% |
| 6M | -53.6% | +46.6% | -100.1% | -57.0% |
| YTD | -59.9% | +61.0% | -121.0% | -63.6% |
| 1Y | -64.3% | +70.4% | -134.8% | -67.8% |
| 3Y | +1,355.6% | +236.1% | +1,119.5% | +1,246.5% |
| All | +6.6% | +285.7% | -279.1% | +4.9% |
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