+1,511.0%
QBTS vs XLB
+44.4%
+1,466.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +4.6% |
| 7D | +13.7% | -1.4% | +15.0% | +16.2% |
| 30D | -21.3% | +7.1% | -28.4% | -28.9% |
| 3M | -44.7% | +0.6% | -45.4% | -45.4% |
| 6M | -49.2% | +3.5% | -52.7% | -52.1% |
| YTD | -56.1% | +18.2% | -74.4% | -66.3% |
| 1Y | -61.1% | +25.6% | -86.7% | -73.0% |
| 3Y | +1,511.0% | +46.7% | +1,464.3% | +629.4% |
| All | +1,511.0% | +44.4% | +1,466.5% | +629.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling