+70.1%
QBTS vs XLB
+36.9%
+33.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -2.4% | -1.4% | -1.0% | -1.2% |
| 30D | -22.5% | -0.4% | -22.1% | -22.1% |
| 3M | -40.0% | +2.0% | -42.0% | -41.3% |
| 6M | -12.3% | +1.8% | -14.2% | -13.5% |
| YTD | -36.6% | +16.6% | -53.2% | -43.8% |
| 1Y | +8.4% | +16.9% | -8.5% | -4.1% |
| 3Y | +1,380.4% | +32.6% | +1,347.8% | +1,122.3% |
| All | +70.1% | +36.9% | +33.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling