+5.2%
QBTS vs EXR
+82.9%
-77.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.6% | +18.6% | +18.2% |
| 7D | +0.3% | +5.2% | -4.9% | -1.1% |
| 30D | -29.8% | +20.9% | -50.7% | -33.3% |
| 3M | -45.0% | +7.7% | -52.7% | -46.1% |
| 6M | -55.2% | +13.2% | -68.4% | -56.8% |
| YTD | -59.2% | +26.5% | -85.6% | -61.8% |
| 1Y | -62.4% | +27.2% | -89.6% | -64.9% |
| 3Y | +1,264.0% | +71.5% | +1,192.4% | +1,089.2% |
| 5Y | +8.8% | +0.4% | +8.4% | -1.3% |
| All | +5.2% | +82.9% | -77.7% | +4.5% |
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