-5.8%
QBTS vs XPO
+367.0%
-372.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -3.3% |
| 7D | -10.5% | +9.0% | -19.4% | -11.9% |
| 30D | -20.5% | +4.2% | -24.7% | -21.1% |
| 3M | -54.3% | -8.7% | -45.6% | -53.5% |
| 6M | -55.4% | -2.8% | -52.7% | -55.4% |
| YTD | -63.4% | +41.9% | -105.3% | -65.8% |
| 1Y | -59.1% | +42.3% | -101.5% | -61.9% |
| 3Y | +1,216.8% | +127.3% | +1,089.5% | +1,023.1% |
| 5Y | -2.6% | +306.4% | -309.0% | -14.6% |
| All | -5.8% | +367.0% | -372.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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