+64.1%
QBTS vs XYL
+17.2%
+46.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | -1.0% | -1.2% | +0.3% | -0.3% |
| 30D | -17.6% | -13.2% | -4.5% | -12.3% |
| 3M | -28.3% | -0.2% | -28.2% | -29.2% |
| 6M | -11.2% | -12.5% | +1.3% | -6.7% |
| YTD | -36.3% | -20.9% | -15.4% | -30.0% |
| 1Y | +3.9% | -21.6% | +25.4% | +15.5% |
| 3Y | +1,728.8% | +16.1% | +1,712.6% | +1,799.5% |
| 5Y | +70.9% | -15.6% | +86.5% | +85.0% |
| All | +64.1% | +17.2% | +46.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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