-65.1%
QBTS vs XME
+5.2%
-70.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +1.7% |
| 7D | -11.8% | -5.5% | -6.4% | -3.7% |
| 30D | -33.6% | -11.1% | -22.5% | -20.0% |
| 3M | -52.5% | -11.1% | -41.3% | -43.4% |
| 6M | -50.4% | -18.0% | -32.4% | -31.7% |
| YTD | -60.3% | -7.4% | -52.9% | -57.4% |
| 1Y | -65.1% | +6.7% | -71.8% | -71.6% |
| All | -65.1% | +5.2% | -70.3% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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