+74.1%
QBTS vs XYZ
-63.3%
+137.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.2% | +9.8% | +7.6% |
| 7D | +6.8% | +2.9% | +4.0% | +5.7% |
| 30D | -14.9% | +1.4% | -16.3% | -15.4% |
| 3M | -31.6% | +14.6% | -46.2% | -34.2% |
| 6M | -4.9% | +20.8% | -25.7% | -9.6% |
| YTD | -32.4% | +23.1% | -55.5% | -36.4% |
| 1Y | +14.6% | +5.6% | +8.9% | +12.6% |
| 3Y | +1,839.6% | +50.9% | +1,788.7% | +1,625.9% |
| 5Y | +81.2% | -68.6% | +149.8% | +70.4% |
| All | +74.1% | -63.3% | +137.4% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XYZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling