+4.9%
QBTS vs EXPE
+103.3%
-98.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | +2.6% | -17.8% | +20.4% | +7.4% |
| 30D | -22.5% | -3.2% | -19.3% | -22.2% |
| 3M | -47.4% | -19.0% | -28.4% | -45.3% |
| 6M | -55.7% | +17.7% | -73.4% | -58.1% |
| YTD | -59.3% | -7.8% | -51.5% | -59.6% |
| 1Y | -63.3% | -1.4% | -61.9% | -64.2% |
| 3Y | +1,379.2% | +121.9% | +1,257.2% | +1,078.4% |
| 5Y | +8.3% | +44.3% | -35.9% | -14.7% |
| All | +4.9% | +103.3% | -98.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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