+3.3%
QBTS vs XLC
+72.2%
-68.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.4% | -9.0% | -9.0% |
| 7D | +1.1% | +6.2% | -5.2% | -4.8% |
| 30D | -28.1% | -2.4% | -25.7% | -26.0% |
| 3M | -48.1% | -3.3% | -44.8% | -46.2% |
| 6M | -53.6% | -7.3% | -46.3% | -50.0% |
| YTD | -59.9% | -7.6% | -52.3% | -56.4% |
| 1Y | -64.3% | -3.7% | -60.6% | -62.6% |
| 3Y | +1,355.6% | +62.9% | +1,292.6% | +961.6% |
| 5Y | +6.6% | +41.6% | -35.0% | -24.6% |
| All | +3.3% | +72.2% | -68.9% | -27.7% |
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