+63.3%
QBTS vs XME
+275.8%
-212.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -22.5% | +6.0% | -28.5% | -25.3% |
| 3M | -40.0% | -7.7% | -32.3% | -35.9% |
| 6M | -12.3% | +1.0% | -13.3% | -10.4% |
| YTD | -36.6% | +14.6% | -51.2% | -38.6% |
| 1Y | +8.4% | +46.0% | -37.5% | -4.9% |
| 3Y | +1,380.4% | +127.0% | +1,253.3% | +1,000.0% |
| 5Y | +69.7% | +175.8% | -106.1% | +27.5% |
| All | +63.3% | +275.8% | -212.5% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling