+68.7%
QBTS vs XME
+277.6%
-209.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +3.8% | -0.2% | +4.0% | +4.0% |
| 30D | -15.2% | +1.4% | -16.6% | -15.8% |
| 3M | -27.2% | +2.7% | -29.9% | -28.0% |
| 6M | -10.1% | +6.5% | -16.6% | -10.9% |
| YTD | -34.5% | +15.2% | -49.7% | -36.8% |
| 1Y | +6.0% | +43.5% | -37.5% | -6.4% |
| 3Y | +1,779.3% | +135.9% | +1,643.4% | +1,284.9% |
| 5Y | +75.4% | +181.5% | -106.0% | +31.4% |
| All | +68.7% | +277.6% | -209.0% | +29.0% |
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