-65.1%
QBTS vs XLB
+29.8%
-94.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -2.6% |
| 7D | -11.8% | +3.9% | -15.7% | -16.0% |
| 30D | -33.6% | +8.9% | -42.5% | -40.2% |
| 3M | -52.5% | +4.1% | -56.6% | -54.8% |
| 6M | -50.4% | +7.3% | -57.7% | -54.5% |
| YTD | -60.3% | +20.4% | -80.7% | -68.2% |
| 1Y | -65.1% | +29.5% | -94.6% | -74.9% |
| All | -65.1% | +29.8% | -94.9% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling