+74.1%
QBTS vs EXR
+58.0%
+16.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.6% | +6.6% |
| 7D | +6.8% | -0.7% | +7.5% | +7.0% |
| 30D | -14.9% | -6.9% | -7.9% | -13.3% |
| 3M | -31.6% | -3.0% | -28.6% | -31.4% |
| 6M | -4.9% | -2.9% | -2.0% | -4.6% |
| YTD | -32.4% | +9.3% | -41.7% | -34.3% |
| 1Y | +14.6% | -0.9% | +15.5% | +13.8% |
| 3Y | +1,839.6% | +24.7% | +1,814.9% | +1,679.4% |
| 5Y | +81.2% | -11.7% | +92.9% | +71.2% |
| All | +74.1% | +58.0% | +16.1% | +79.8% |
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