+10.7%
XBI vs QBTS
+63.9%
-53.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -4.6% | +1.3% | -6.0% | -4.7% |
| 30D | -2.0% | -19.0% | +17.0% | -1.1% |
| 3M | +17.8% | -29.5% | +47.3% | +19.2% |
| 6M | +23.7% | -11.2% | +34.9% | +22.9% |
| YTD | +28.2% | -35.8% | +64.0% | +28.9% |
| 1Y | +64.0% | +1.7% | +62.3% | +60.2% |
| 3Y | +99.4% | +1,470.1% | -1,370.7% | +62.3% |
| 5Y | +19.3% | +72.3% | -53.0% | -2.3% |
| All | +10.7% | +63.9% | -53.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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