+81.4%
XLF vs QBTS
+1,265.4%
-1,184.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -1.0% | +2.6% | -3.6% | -1.1% |
| 30D | +6.5% | -22.5% | +29.0% | +7.0% |
| 3M | +1.8% | -47.4% | +49.2% | +3.2% |
| 6M | +15.4% | -55.7% | +71.0% | +16.9% |
| YTD | +8.4% | -59.3% | +67.6% | +9.6% |
| 1Y | +11.9% | -63.3% | +75.2% | +13.2% |
| All | +81.4% | +1,265.4% | -1,184.0% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling