+107.7%
XLI vs QBTS
-6.7%
+114.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | -0.3% |
| 7D | +3.8% | -10.5% | +14.2% | +4.0% |
| 30D | +1.0% | -20.5% | +21.6% | +1.5% |
| 3M | -8.9% | -54.3% | +45.3% | -7.4% |
| 6M | -2.3% | -55.4% | +53.1% | -1.0% |
| YTD | +9.7% | -63.4% | +73.1% | +11.2% |
| 1Y | +12.3% | -59.1% | +71.4% | +13.4% |
| 3Y | +71.5% | +1,216.8% | -1,145.3% | +59.3% |
| 5Y | +70.2% | -2.6% | +72.8% | +49.8% |
| All | +107.7% | -6.7% | +114.5% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling