+117.5%
XLK vs QBTS
+1,701.1%
-1,583.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.2% |
| 7D | -0.4% | -1.0% | +0.5% | -0.4% |
| 30D | -0.5% | -17.6% | +17.2% | +0.7% |
| 3M | +5.0% | -28.3% | +33.3% | +6.7% |
| 6M | +32.9% | -11.2% | +44.0% | +32.3% |
| YTD | +29.0% | -36.3% | +65.3% | +30.2% |
| 1Y | +37.8% | +3.9% | +34.0% | +34.6% |
| All | +117.5% | +1,701.1% | -1,583.5% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling