+3.3%
QBTS vs EXPD
+124.6%
-121.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.6% |
| 7D | +1.1% | -7.4% | +8.5% | +2.5% |
| 30D | -28.1% | -2.1% | -26.0% | -27.7% |
| 3M | -48.1% | +5.7% | -53.8% | -48.6% |
| 6M | -53.6% | +21.4% | -74.9% | -55.3% |
| YTD | -59.9% | +27.6% | -87.5% | -62.0% |
| 1Y | -64.3% | +36.1% | -100.4% | -66.6% |
| 3Y | +1,355.6% | +69.9% | +1,285.7% | +1,167.9% |
| 5Y | +6.6% | +59.7% | -53.1% | -6.0% |
| All | +3.3% | +124.6% | -121.3% | -9.6% |
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