+63.3%
QBTS vs XHB
+91.8%
-28.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | -22.5% | -6.9% | -15.6% | -19.5% |
| 3M | -40.0% | -1.3% | -38.8% | -39.7% |
| 6M | -12.3% | -6.8% | -5.5% | -9.4% |
| YTD | -36.6% | +0.7% | -37.3% | -37.1% |
| 1Y | +8.4% | -11.2% | +19.7% | +13.8% |
| 3Y | +1,380.4% | +25.3% | +1,355.0% | +1,242.9% |
| 5Y | +69.7% | +37.3% | +32.4% | +56.5% |
| All | +63.3% | +91.8% | -28.5% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling