+63.3%
QBTS vs XYL
+16.3%
+47.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | -2.4% | -5.0% | +2.6% | -0.1% |
| 30D | -22.5% | -13.2% | -9.3% | -17.5% |
| 3M | -40.0% | -3.7% | -36.3% | -39.8% |
| 6M | -12.3% | -17.7% | +5.4% | -5.4% |
| YTD | -36.6% | -21.5% | -15.1% | -30.1% |
| 1Y | +8.4% | -24.5% | +32.9% | +22.4% |
| 3Y | +1,380.4% | +6.9% | +1,373.4% | +1,439.8% |
| 5Y | +69.7% | -18.1% | +87.8% | +84.4% |
| All | +63.3% | +16.3% | +47.1% | +76.1% |
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