+15.4%
XLF vs QBTS
-52.0%
+67.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | -1.0% | +2.6% | -3.6% | -1.0% |
| 30D | +6.5% | -22.5% | +29.0% | +6.8% |
| 3M | +1.8% | -47.4% | +49.2% | +2.4% |
| 6M | +15.4% | -55.7% | +71.0% | +15.7% |
| All | +15.4% | -52.0% | +67.4% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling