+63.3%
QBTS vs EXR
+58.1%
+5.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -2.4% | -2.6% | +0.1% | -1.8% |
| 30D | -22.5% | -7.2% | -15.3% | -21.0% |
| 3M | -40.0% | -3.5% | -36.5% | -39.8% |
| 6M | -12.3% | -5.3% | -7.0% | -11.5% |
| YTD | -36.6% | +9.4% | -45.9% | -38.4% |
| 1Y | +8.4% | +1.3% | +7.1% | +7.0% |
| 3Y | +1,380.4% | +22.4% | +1,357.9% | +1,259.3% |
| 5Y | +69.7% | -12.2% | +81.9% | +60.1% |
| All | +63.3% | +58.1% | +5.2% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling