-5.8%
QBTS vs XME
+197.2%
-203.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -1.7% |
| 7D | -10.5% | +0.3% | -10.8% | -10.4% |
| 30D | -20.5% | -6.1% | -14.4% | -15.8% |
| 3M | -54.3% | -18.6% | -35.6% | -46.0% |
| 6M | -55.4% | -23.9% | -31.5% | -44.2% |
| YTD | -63.4% | -9.3% | -54.1% | -57.5% |
| 1Y | -59.1% | +1.8% | -60.9% | -55.0% |
| 3Y | +1,216.8% | +93.0% | +1,123.8% | +1,057.8% |
| 5Y | -2.6% | +107.0% | -109.6% | -12.1% |
| All | -5.8% | +197.2% | -203.0% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling