+65.5%
QBTS vs QXO
-30.4%
+95.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.3% | -7.8% | +9.1% | +1.8% |
| 30D | -19.0% | -18.1% | -0.9% | -18.0% |
| 3M | -29.5% | -25.8% | -3.7% | -28.2% |
| 6M | -11.2% | -41.7% | +30.6% | -8.4% |
| YTD | -35.8% | -36.2% | +0.4% | -34.0% |
| 1Y | +1.7% | -42.1% | +43.8% | +5.0% |
| 3Y | +1,470.1% | -46.2% | +1,516.2% | +1,350.9% |
| 5Y | +72.3% | -70.7% | +143.0% | +56.1% |
| All | +65.5% | -30.4% | +95.9% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling