+215.5%
XLK vs QBTS
+63.9%
+151.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +0.2% | +1.3% | -1.1% | +0.1% |
| 30D | -0.6% | -19.0% | +18.4% | +0.3% |
| 3M | +2.6% | -29.5% | +32.0% | +3.8% |
| 6M | +34.0% | -11.2% | +45.1% | +33.6% |
| YTD | +30.7% | -35.8% | +66.4% | +31.6% |
| 1Y | +39.2% | +1.7% | +37.5% | +36.9% |
| 3Y | +120.4% | +1,470.1% | -1,349.7% | +89.5% |
| 5Y | +148.8% | +72.3% | +76.5% | +109.5% |
| All | +215.5% | +63.9% | +151.6% | +164.9% |
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