-60.9%
QBTS vs EXPD
+39.7%
-100.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +7.1% |
| 7D | +13.7% | -5.5% | +19.1% | +14.5% |
| 30D | -21.3% | -1.9% | -19.4% | -20.9% |
| 3M | -44.7% | +6.1% | -50.8% | -44.8% |
| 6M | -49.2% | +21.6% | -70.8% | -50.0% |
| YTD | -56.1% | +27.9% | -84.0% | -59.7% |
| All | -60.9% | +39.7% | -100.6% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling