+1,470.1%
QBTS vs XLRE
+31.2%
+1,438.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.1% |
| 7D | +1.3% | -1.2% | +2.5% | +2.6% |
| 30D | -19.0% | -2.4% | -16.6% | -16.9% |
| 3M | -29.5% | -2.5% | -27.0% | -28.4% |
| 6M | -11.2% | +4.0% | -15.1% | -16.4% |
| YTD | -35.8% | +9.3% | -45.0% | -43.2% |
| 1Y | +1.7% | +5.6% | -3.9% | -6.5% |
| 3Y | +1,470.1% | +31.3% | +1,438.8% | +749.6% |
| All | +1,470.1% | +31.2% | +1,438.9% | +749.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling