+4.9%
QBTS vs XLB
+68.3%
-63.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +2.6% | -1.6% | +4.2% | +4.2% |
| 30D | -22.5% | +7.2% | -29.7% | -26.6% |
| 3M | -47.4% | 0.0% | -47.4% | -47.4% |
| 6M | -55.7% | +2.3% | -58.0% | -56.5% |
| YTD | -59.3% | +18.4% | -77.7% | -63.8% |
| 1Y | -63.3% | +23.3% | -86.6% | -68.3% |
| 3Y | +1,379.2% | +45.2% | +1,334.0% | +1,119.8% |
| 5Y | +8.3% | +31.0% | -22.6% | -6.6% |
| All | +4.9% | +68.3% | -63.4% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling