+75.4%
QBTS vs XLC
+37.1%
+38.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.4% |
| 7D | +3.8% | -1.4% | +5.2% | +5.4% |
| 30D | -15.2% | -0.9% | -14.3% | -14.6% |
| 3M | -27.2% | -0.3% | -26.9% | -27.4% |
| 6M | -10.1% | -5.2% | -4.9% | -4.1% |
| YTD | -34.5% | -5.3% | -29.2% | -30.4% |
| 1Y | +6.0% | -2.8% | +8.8% | +10.6% |
| 3Y | +1,779.3% | +71.2% | +1,708.0% | +1,174.2% |
| 5Y | +75.4% | +37.6% | +37.8% | +14.4% |
| All | +75.4% | +37.1% | +38.3% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling