+81.2%
QBTS vs XME
+179.6%
-98.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.5% | +5.6% |
| 7D | +6.8% | +3.6% | +3.2% | +3.6% |
| 30D | -14.9% | +3.6% | -18.5% | -17.2% |
| 3M | -31.6% | +1.2% | -32.8% | -31.7% |
| 6M | -4.9% | +9.0% | -14.0% | -8.0% |
| YTD | -32.4% | +15.9% | -48.3% | -36.1% |
| 1Y | +14.6% | +43.2% | -28.6% | -2.7% |
| 3Y | +1,839.6% | +137.4% | +1,702.3% | +1,195.8% |
| 5Y | +81.2% | +185.0% | -103.8% | +24.8% |
| All | +81.2% | +179.6% | -98.4% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling