-65.1%
QBTS vs XLRE
+14.1%
-79.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -1.6% |
| 7D | -11.8% | +7.1% | -18.9% | -15.1% |
| 30D | -33.6% | +10.9% | -44.6% | -37.6% |
| 3M | -52.5% | +0.7% | -53.2% | -52.5% |
| 6M | -50.4% | +4.1% | -54.5% | -52.8% |
| YTD | -60.3% | +14.5% | -74.8% | -68.4% |
| 1Y | -65.1% | +14.1% | -79.2% | -72.1% |
| All | -65.1% | +14.1% | -79.2% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling