+1,400.0%
QBTS vs EXR
+52.9%
+1,347.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.6% | +18.6% | +18.2% |
| 7D | +0.3% | +5.2% | -4.9% | -1.7% |
| 30D | -29.8% | +20.9% | -50.7% | -35.1% |
| 3M | -45.0% | +7.7% | -52.7% | -46.6% |
| 6M | -55.2% | +13.2% | -68.4% | -57.7% |
| YTD | -59.2% | +26.5% | -85.6% | -63.3% |
| 1Y | -62.4% | +27.2% | -89.6% | -66.4% |
| All | +1,400.0% | +52.9% | +1,347.1% | +767.8% |
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 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