+125.7%
XLF vs QBTS
+61.8%
+64.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | +0.2% | -22.5% | +22.7% | +0.6% |
| 3M | +11.7% | -40.0% | +51.7% | +12.6% |
| 6M | +13.8% | -12.3% | +26.1% | +13.4% |
| YTD | +7.0% | -36.6% | +43.6% | +7.2% |
| 1Y | +9.1% | +8.4% | +0.7% | +7.8% |
| 3Y | +75.6% | +1,380.4% | -1,304.7% | +61.4% |
| 5Y | +66.4% | +69.7% | -3.3% | +49.0% |
| All | +125.7% | +61.8% | +64.0% | +111.5% |
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