+128.8%
XLF vs QBTS
-6.7%
+135.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +0.9% |
| 7D | +2.7% | -10.5% | +13.1% | +2.9% |
| 30D | +7.6% | -20.5% | +28.2% | +8.0% |
| 3M | +1.1% | -54.3% | +55.3% | +2.5% |
| 6M | +15.9% | -55.4% | +71.3% | +17.2% |
| YTD | +8.4% | -63.4% | +71.9% | +9.7% |
| 1Y | +12.5% | -59.1% | +71.6% | +13.4% |
| 3Y | +81.6% | +1,216.8% | -1,135.3% | +67.9% |
| 5Y | +59.3% | -2.6% | +61.9% | +44.1% |
| All | +128.8% | -6.7% | +135.5% | +116.5% |
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