+70.2%
QBTS vs EXPD
+61.6%
+8.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -22.5% | +4.1% | -26.6% | -23.1% |
| 3M | -40.0% | +17.9% | -57.9% | -42.0% |
| 6M | -12.3% | +29.2% | -41.6% | -17.4% |
| YTD | -36.6% | +27.4% | -64.0% | -40.2% |
| 1Y | +8.4% | +56.8% | -48.4% | -2.8% |
| 3Y | +1,380.4% | +68.0% | +1,312.3% | +1,173.9% |
| All | +70.2% | +61.6% | +8.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling