+274.2%
XLE vs QBTS
+4.2%
+270.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.0% | -18.0% | -0.1% |
| 7D | -12.0% | +0.3% | -12.3% | -12.0% |
| 30D | -2.7% | -29.8% | +27.1% | -2.6% |
| 3M | +6.6% | -45.0% | +51.5% | +6.9% |
| 6M | +9.5% | -55.2% | +64.7% | +9.9% |
| YTD | +40.6% | -59.2% | +99.7% | +41.0% |
| 1Y | +43.6% | -62.4% | +106.0% | +44.0% |
| 3Y | +58.1% | +1,264.0% | -1,205.9% | +51.9% |
| 5Y | +152.2% | +8.8% | +143.4% | +139.3% |
| All | +274.2% | +4.2% | +270.0% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling