+13.0%
QBTS vs EXR
+84.0%
-71.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +13.7% | +2.7% | +11.0% | +12.9% |
| 30D | -21.3% | +18.9% | -40.2% | -24.8% |
| 3M | -44.7% | +8.4% | -53.1% | -46.0% |
| 6M | -49.2% | +14.3% | -63.5% | -51.2% |
| YTD | -56.1% | +27.2% | -83.4% | -59.0% |
| 1Y | -61.1% | +25.9% | -87.1% | -63.6% |
| 3Y | +1,511.0% | +54.6% | +1,456.3% | +1,323.6% |
| 5Y | +16.6% | -0.6% | +17.2% | +5.5% |
| All | +13.0% | +84.0% | -71.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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