+1,558.0%
QBTS vs XLB
+35.9%
+1,522.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -0.3% |
| 30D | -22.5% | -0.4% | -22.1% | -21.9% |
| 3M | -40.0% | +2.0% | -42.0% | -42.5% |
| 6M | -12.3% | +1.8% | -14.2% | -15.1% |
| YTD | -36.6% | +16.6% | -53.2% | -50.7% |
| 1Y | +8.4% | +16.9% | -8.5% | -16.3% |
| All | +1,558.0% | +35.9% | +1,522.1% | +683.2% |
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