+4.9%
QBTS vs XME
+208.3%
-203.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.3% |
| 30D | -22.5% | -7.3% | -15.2% | -17.1% |
| 3M | -47.4% | -17.4% | -29.9% | -38.7% |
| 6M | -55.7% | -21.8% | -33.9% | -45.7% |
| YTD | -59.3% | -6.0% | -53.3% | -54.0% |
| 1Y | -63.3% | +3.8% | -67.1% | -60.3% |
| 3Y | +1,379.2% | +100.0% | +1,279.1% | +1,164.4% |
| 5Y | +8.3% | +116.1% | -107.7% | -4.9% |
| All | +4.9% | +208.3% | -203.3% | -6.2% |
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