-5.8%
QBTS vs XYL
+3.6%
-9.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -10.5% | -3.7% | -6.8% | -9.1% |
| 30D | -20.5% | -8.3% | -12.2% | -18.9% |
| 3M | -54.3% | -21.4% | -32.8% | -50.1% |
| 6M | -55.4% | -12.9% | -42.5% | -54.1% |
| YTD | -63.4% | -30.1% | -33.4% | -58.4% |
| 1Y | -59.1% | -35.2% | -24.0% | -51.9% |
| 3Y | +1,216.8% | -0.8% | +1,217.6% | +1,320.9% |
| 5Y | -2.6% | -23.2% | +20.6% | +8.9% |
| All | -5.8% | +3.6% | -9.4% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling