+1,216.8%
QBTS vs EXR
+53.5%
+1,163.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -10.5% | -0.4% | -10.1% | -10.3% |
| 30D | -20.5% | +18.2% | -38.7% | -25.7% |
| 3M | -54.3% | +7.3% | -61.6% | -55.6% |
| 6M | -55.4% | +13.8% | -69.2% | -58.1% |
| YTD | -63.4% | +25.9% | -89.4% | -67.1% |
| 1Y | -59.1% | +25.8% | -84.9% | -63.3% |
| 3Y | +1,216.8% | +53.7% | +1,163.1% | +639.3% |
| All | +1,216.8% | +53.5% | +1,163.3% | +639.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling