-62.4%
QBTS vs EXPD
+35.2%
-97.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.3% | +20.3% | +18.2% |
| 7D | +0.3% | -7.2% | +7.4% | +1.3% |
| 30D | -29.8% | -3.3% | -26.6% | -29.3% |
| 3M | -45.0% | +3.4% | -48.4% | -44.9% |
| 6M | -55.2% | +22.7% | -77.9% | -56.3% |
| YTD | -59.2% | +24.5% | -83.7% | -62.3% |
| 1Y | -62.4% | +38.6% | -101.0% | -69.8% |
| All | -62.4% | +35.2% | -97.6% | -69.8% |
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