+8.4%
QBTS vs XLRE
+9.1%
-0.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -22.5% | -2.8% | -19.7% | -21.4% |
| 3M | -40.0% | -0.2% | -39.8% | -41.2% |
| 6M | -12.3% | +1.9% | -14.3% | -17.1% |
| YTD | -36.6% | +10.6% | -47.2% | -44.4% |
| 1Y | +8.4% | +8.8% | -0.4% | -3.6% |
| All | +8.4% | +9.1% | -0.7% | -3.6% |
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