-5.8%
QBTS vs XLB
+65.8%
-71.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -10.5% | +0.5% | -11.0% | -10.7% |
| 30D | -20.5% | +5.2% | -25.7% | -23.5% |
| 3M | -54.3% | +0.3% | -54.6% | -54.3% |
| 6M | -55.4% | +1.2% | -56.6% | -55.8% |
| YTD | -63.4% | +16.6% | -80.1% | -67.1% |
| 1Y | -59.1% | +21.4% | -80.6% | -64.3% |
| 3Y | +1,216.8% | +43.2% | +1,173.6% | +999.1% |
| 5Y | -2.6% | +28.0% | -30.7% | -15.0% |
| All | -5.8% | +65.8% | -71.6% | -18.4% |
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