+294.2%
XLE vs QBTS
+67.0%
+227.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.9% |
| 7D | +0.3% | +3.8% | -3.5% | +0.3% |
| 30D | +8.5% | -15.2% | +23.7% | +8.6% |
| 3M | +14.6% | -27.2% | +41.8% | +14.8% |
| 6M | +17.6% | -10.1% | +27.6% | +17.4% |
| YTD | +48.1% | -34.5% | +82.6% | +48.2% |
| 1Y | +53.8% | +6.0% | +47.8% | +52.9% |
| 3Y | +56.2% | +1,779.3% | -1,723.0% | +49.8% |
| 5Y | +227.7% | +75.4% | +152.3% | +210.1% |
| All | +294.2% | +67.0% | +227.2% | +295.3% |
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