+1,500.0%
QBTS vs XME
+132.9%
+1,367.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | +3.8% | -0.2% | +4.0% | +4.2% |
| 30D | -15.2% | +1.4% | -16.6% | -16.6% |
| 3M | -27.2% | +2.7% | -29.9% | -29.5% |
| 6M | -10.1% | +6.5% | -16.6% | -14.4% |
| YTD | -34.5% | +15.2% | -49.7% | -42.5% |
| 1Y | +6.0% | +43.5% | -37.5% | -26.2% |
| All | +1,500.0% | +132.9% | +1,367.1% | +444.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling