+68.7%
QBTS vs XLRE
+46.4%
+22.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.5% |
| 7D | +3.8% | -0.7% | +4.6% | +4.2% |
| 30D | -15.2% | -2.2% | -13.0% | -14.2% |
| 3M | -27.2% | -2.6% | -24.6% | -26.5% |
| 6M | -10.1% | +2.6% | -12.7% | -11.8% |
| YTD | -34.5% | +9.3% | -43.8% | -38.0% |
| 1Y | +6.0% | +7.2% | -1.2% | +1.4% |
| 3Y | +1,779.3% | +31.3% | +1,747.9% | +1,541.1% |
| 5Y | +75.4% | +8.1% | +67.3% | +56.4% |
| All | +68.7% | +46.4% | +22.3% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling