+58.5%
XLP vs QBTS
+2.2%
+56.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.1% |
| 7D | +2.3% | +1.1% | +1.3% | +2.4% |
| 30D | +9.1% | -28.1% | +37.2% | +9.0% |
| 3M | +7.9% | -48.1% | +56.0% | +7.7% |
| 6M | +9.6% | -53.6% | +63.2% | +9.5% |
| YTD | +19.4% | -59.9% | +79.4% | +19.3% |
| 1Y | +22.4% | -64.3% | +86.7% | +22.2% |
| 3Y | +43.2% | +1,355.6% | -1,312.4% | +43.4% |
| 5Y | +42.6% | +6.6% | +36.0% | +37.2% |
| All | +58.5% | +2.2% | +56.2% | +53.8% |
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