+109.4%
XLI vs QBTS
+62.5%
+46.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | -2.3% | -1.0% | -1.3% | -2.3% |
| 30D | -8.2% | -17.6% | +9.5% | -7.8% |
| 3M | +0.8% | -28.3% | +29.1% | +1.3% |
| 6M | +0.8% | -11.2% | +12.0% | +0.5% |
| YTD | +10.5% | -36.3% | +46.8% | +10.8% |
| 1Y | +14.1% | +3.9% | +10.3% | +12.9% |
| 3Y | +68.6% | +1,728.8% | -1,660.2% | +55.0% |
| 5Y | +80.4% | +70.9% | +9.5% | +56.8% |
| All | +109.4% | +62.5% | +46.8% | +90.6% |
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