-5.8%
QBTS vs EXPD
+131.2%
-137.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -10.5% | +5.5% | -16.0% | -11.3% |
| 30D | -20.5% | -0.8% | -19.7% | -20.3% |
| 3M | -54.3% | +4.1% | -58.4% | -54.6% |
| 6M | -55.4% | +25.7% | -81.1% | -57.4% |
| YTD | -63.4% | +31.4% | -94.8% | -65.6% |
| 1Y | -59.1% | +42.2% | -101.3% | -62.1% |
| 3Y | +1,216.8% | +77.2% | +1,139.6% | +1,037.0% |
| 5Y | -2.6% | +61.0% | -63.6% | -14.6% |
| All | -5.8% | +131.2% | -137.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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