+215.8%
XLK vs QBTS
+72.4%
+143.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | 0.0% |
| 7D | +2.3% | +6.8% | -4.5% | +2.0% |
| 30D | -0.1% | -14.9% | +14.8% | +0.6% |
| 3M | +2.1% | -31.6% | +33.7% | +3.5% |
| 6M | +37.2% | -4.9% | +42.1% | +36.4% |
| YTD | +30.8% | -32.4% | +63.2% | +31.4% |
| 1Y | +42.6% | +14.6% | +28.0% | +39.6% |
| 3Y | +121.8% | +1,839.6% | -1,717.8% | +89.5% |
| 5Y | +145.7% | +81.2% | +64.4% | +106.4% |
| All | +215.8% | +72.4% | +143.4% | +164.6% |
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 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