+64.1%
QBTS vs XYZ
-63.8%
+127.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.0% | -5.2% | +4.2% | +0.6% |
| 30D | -17.6% | 0.0% | -17.6% | -17.7% |
| 3M | -28.3% | +18.7% | -47.0% | -31.8% |
| 6M | -11.2% | +20.5% | -31.7% | -15.4% |
| YTD | -36.3% | +21.5% | -57.8% | -39.8% |
| 1Y | +3.9% | +7.2% | -3.3% | +1.7% |
| 3Y | +1,728.8% | +49.0% | +1,679.8% | +1,534.1% |
| 5Y | +70.9% | -68.1% | +139.0% | +61.2% |
| All | +64.1% | -63.8% | +127.9% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling