-5.8%
QBTS vs XHB
+90.7%
-96.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.2% |
| 7D | -10.5% | -0.2% | -10.3% | -10.2% |
| 30D | -20.5% | +9.9% | -30.5% | -24.3% |
| 3M | -54.3% | -6.3% | -48.0% | -52.7% |
| 6M | -55.4% | +3.8% | -59.3% | -56.2% |
| YTD | -63.4% | +0.1% | -63.6% | -63.6% |
| 1Y | -59.1% | -0.8% | -58.3% | -59.3% |
| 3Y | +1,216.8% | +35.6% | +1,181.2% | +1,082.8% |
| 5Y | -2.6% | +29.6% | -32.2% | -9.5% |
| All | -5.8% | +90.7% | -96.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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