-3.1%
QBTS vs EXPE
+104.3%
-107.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.7% |
| 7D | +8.7% | -4.2% | +12.9% | +9.6% |
| 30D | -26.5% | -4.5% | -21.9% | -26.0% |
| 3M | -52.6% | -19.7% | -32.9% | -50.6% |
| 6M | -56.0% | +18.3% | -74.3% | -58.5% |
| YTD | -62.4% | -7.3% | -55.0% | -62.7% |
| 1Y | -62.7% | -3.9% | -58.8% | -63.5% |
| 3Y | +1,266.7% | +123.0% | +1,143.7% | +987.5% |
| 5Y | +0.2% | +47.9% | -47.7% | -21.2% |
| All | -3.1% | +104.3% | -107.4% | -23.1% |
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