+128.6%
XLF vs QBTS
+3.9%
+124.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 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% | +3.0% |
| 6M | +15.4% | -55.7% | +71.0% | +16.7% |
| YTD | +8.4% | -59.3% | +67.6% | +9.4% |
| 1Y | +11.9% | -63.3% | +75.2% | +13.0% |
| 3Y | +81.1% | +1,379.2% | -1,298.0% | +67.1% |
| 5Y | +59.5% | +8.3% | +51.1% | +44.0% |
| All | +128.6% | +3.9% | +124.7% | +115.8% |
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 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