+13.0%
QBTS vs EXPD
+125.0%
-112.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +6.9% |
| 7D | +13.7% | -5.5% | +19.1% | +14.9% |
| 30D | -21.3% | -1.9% | -19.4% | -20.9% |
| 3M | -44.7% | +6.1% | -50.8% | -45.3% |
| 6M | -49.2% | +21.6% | -70.8% | -51.1% |
| YTD | -56.1% | +27.9% | -84.0% | -58.5% |
| 1Y | -61.1% | +39.4% | -100.5% | -63.8% |
| 3Y | +1,511.0% | +72.7% | +1,438.3% | +1,297.5% |
| 5Y | +16.6% | +60.3% | -43.7% | +2.7% |
| All | +13.0% | +125.0% | -112.0% | -1.1% |
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