+60.8%
XLP vs QBTS
-6.7%
+67.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.3% | +1.4% |
| 7D | +2.5% | -10.5% | +13.0% | +2.5% |
| 30D | +7.3% | -20.5% | +27.8% | +7.3% |
| 3M | +8.1% | -54.3% | +62.3% | +7.9% |
| 6M | +10.5% | -55.4% | +65.9% | +10.3% |
| YTD | +21.2% | -63.4% | +84.6% | +21.0% |
| 1Y | +22.7% | -59.1% | +81.8% | +22.5% |
| 3Y | +44.8% | +1,216.8% | -1,172.0% | +45.0% |
| 5Y | +44.7% | -2.6% | +47.4% | +39.2% |
| All | +60.8% | -6.7% | +67.5% | +56.0% |
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