+4.9%
QBTS vs XLC
+73.5%
-68.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | +2.6% | +3.5% | -0.9% | -0.7% |
| 30D | -22.5% | -2.6% | -19.9% | -20.1% |
| 3M | -47.4% | -2.1% | -45.3% | -46.2% |
| 6M | -55.7% | -5.5% | -50.2% | -53.2% |
| YTD | -59.3% | -6.9% | -52.4% | -56.0% |
| 1Y | -63.3% | -3.7% | -59.5% | -61.5% |
| 3Y | +1,379.2% | +64.2% | +1,315.0% | +970.4% |
| 5Y | +8.3% | +43.0% | -34.7% | -24.0% |
| All | +4.9% | +73.5% | -68.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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