+4.9%
QBTS vs EXPD
+131.0%
-126.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +1.1% |
| 7D | +2.6% | -1.6% | +4.2% | +3.0% |
| 30D | -22.5% | +0.6% | -23.1% | -22.5% |
| 3M | -47.4% | +9.8% | -57.2% | -48.2% |
| 6M | -55.7% | +25.8% | -81.4% | -57.6% |
| YTD | -59.3% | +31.3% | -90.5% | -61.6% |
| 1Y | -63.3% | +40.9% | -104.2% | -65.9% |
| 3Y | +1,379.2% | +74.7% | +1,304.4% | +1,181.8% |
| 5Y | +8.3% | +62.9% | -54.5% | -5.0% |
| All | +4.9% | +131.0% | -126.0% | -8.6% |
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