+9.1%
XLF vs QBTS
+7.2%
+2.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | +0.2% | -22.5% | +22.7% | +1.0% |
| 3M | +11.7% | -40.0% | +51.7% | +13.3% |
| 6M | +13.8% | -12.3% | +26.1% | +12.6% |
| YTD | +7.0% | -36.6% | +43.6% | +6.9% |
| 1Y | +9.1% | +8.4% | +0.7% | +6.8% |
| All | +9.1% | +7.2% | +2.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling