+1,216.8%
QBTS vs XYL
-0.5%
+1,217.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | -10.5% | -3.7% | -6.8% | -7.7% |
| 30D | -20.5% | -8.3% | -12.2% | -17.9% |
| 3M | -54.3% | -21.4% | -32.8% | -45.3% |
| 6M | -55.4% | -12.9% | -42.5% | -53.6% |
| YTD | -63.4% | -30.1% | -33.4% | -52.1% |
| 1Y | -59.1% | -35.2% | -24.0% | -41.1% |
| 3Y | +1,216.8% | -0.8% | +1,217.6% | +685.9% |
| All | +1,216.8% | -0.5% | +1,217.3% | +685.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling