+3.3%
QBTS vs XLB
+67.8%
-64.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.5% | -8.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -28.1% | +6.9% | -35.0% | -31.7% |
| 3M | -48.1% | -0.2% | -47.9% | -48.0% |
| 6M | -53.6% | +3.3% | -56.9% | -54.8% |
| YTD | -59.9% | +18.0% | -78.0% | -64.3% |
| 1Y | -64.3% | +24.2% | -88.5% | -69.4% |
| 3Y | +1,355.6% | +44.7% | +1,310.8% | +1,103.3% |
| 5Y | +6.6% | +31.6% | -25.0% | -8.0% |
| All | +3.3% | +67.8% | -64.5% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling