+0.2%
QBTS vs XHB
+30.4%
-30.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -6.6% |
| 7D | +8.7% | -2.4% | +11.2% | +10.4% |
| 30D | -26.5% | +7.1% | -33.5% | -29.2% |
| 3M | -52.6% | -6.0% | -46.6% | -50.9% |
| 6M | -56.0% | +2.1% | -58.0% | -56.5% |
| YTD | -62.4% | -0.6% | -61.8% | -62.5% |
| 1Y | -62.7% | -3.3% | -59.4% | -62.4% |
| 3Y | +1,266.7% | +34.1% | +1,232.6% | +1,109.0% |
| 5Y | +0.2% | +28.6% | -28.4% | -8.8% |
| All | +0.2% | +30.4% | -30.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling