+286.7%
XLE vs QBTS
+61.8%
+224.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.9% |
| 7D | +2.2% | -2.4% | +4.6% | +2.2% |
| 30D | +11.8% | -22.5% | +34.3% | +11.9% |
| 3M | +9.8% | -40.0% | +49.8% | +10.1% |
| 6M | +15.6% | -12.3% | +27.9% | +15.4% |
| YTD | +45.3% | -36.6% | +81.9% | +45.4% |
| 1Y | +48.3% | +8.4% | +39.9% | +47.4% |
| 3Y | +55.4% | +1,380.4% | -1,324.9% | +49.3% |
| 5Y | +216.1% | +69.7% | +146.4% | +199.2% |
| All | +286.7% | +61.8% | +224.9% | +287.9% |
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