+8.5%
QBTS vs EXR
-1.1%
+9.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.6% | +18.6% | +18.2% |
| 7D | +0.3% | +5.2% | -4.9% | -1.3% |
| 30D | -29.8% | +20.9% | -50.7% | -33.8% |
| 3M | -45.0% | +7.7% | -52.7% | -46.2% |
| 6M | -55.2% | +13.2% | -68.4% | -57.1% |
| YTD | -59.2% | +26.5% | -85.6% | -62.2% |
| 1Y | -62.4% | +27.2% | -89.6% | -65.3% |
| 3Y | +1,264.0% | +71.5% | +1,192.4% | +1,055.2% |
| All | +8.5% | -1.1% | +9.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling