+74.1%
QBTS vs EXPE
+114.9%
-40.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -7.9% | +14.5% | +8.4% |
| 7D | +6.8% | -9.8% | +16.6% | +9.2% |
| 30D | -14.9% | -11.5% | -3.4% | -12.9% |
| 3M | -31.6% | +21.7% | -53.3% | -35.5% |
| 6M | -4.9% | +10.4% | -15.3% | -8.4% |
| YTD | -32.4% | -2.5% | -29.9% | -33.5% |
| 1Y | +14.6% | +27.3% | -12.8% | +5.1% |
| 3Y | +1,839.6% | +153.5% | +1,686.1% | +1,411.0% |
| 5Y | +81.2% | +91.1% | -9.9% | +40.0% |
| All | +74.1% | +114.9% | -40.8% | +37.2% |
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