+65.5%
QBTS vs XHB
+82.9%
-17.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | +1.3% | -4.6% | +6.0% | +3.7% |
| 30D | -19.0% | -9.1% | -9.9% | -15.0% |
| 3M | -29.5% | -8.6% | -20.9% | -26.2% |
| 6M | -11.2% | -4.0% | -7.1% | -9.2% |
| YTD | -35.8% | -3.9% | -31.8% | -34.7% |
| 1Y | +1.7% | -16.5% | +18.2% | +10.0% |
| 3Y | +1,470.1% | +22.6% | +1,447.5% | +1,352.3% |
| 5Y | +72.3% | +33.9% | +38.4% | +62.2% |
| All | +65.5% | +82.9% | -17.4% | +51.2% |
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