+1,264.0%
QBTS vs EXPE
+131.0%
+1,133.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -4.9% | +22.9% | +19.4% |
| 7D | +0.3% | -9.3% | +9.6% | +2.9% |
| 30D | -29.8% | +0.1% | -30.0% | -30.3% |
| 3M | -45.0% | -15.3% | -29.6% | -43.0% |
| 6M | -55.2% | +5.5% | -60.7% | -57.2% |
| YTD | -59.2% | -8.0% | -51.2% | -59.7% |
| 1Y | -62.4% | +18.9% | -81.3% | -66.2% |
| 3Y | +1,264.0% | +135.5% | +1,128.4% | +650.7% |
| All | +1,264.0% | +131.0% | +1,133.0% | +650.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling