+63.3%
QBTS vs EXEL
+205.1%
-141.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.4% | +8.4% | -10.8% | -3.8% |
| 30D | -22.5% | +4.1% | -26.6% | -23.0% |
| 3M | -40.0% | +12.4% | -52.4% | -41.2% |
| 6M | -12.3% | +41.5% | -53.9% | -17.1% |
| YTD | -36.6% | +34.6% | -71.2% | -39.6% |
| 1Y | +8.4% | +57.9% | -49.4% | +1.6% |
| 3Y | +1,380.4% | +159.5% | +1,220.9% | +1,303.4% |
| 5Y | +69.7% | +198.5% | -128.8% | +66.1% |
| All | +63.3% | +205.1% | -141.8% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling