+58.2%
XLP vs QBTS
+11.9%
+46.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.9% |
| 7D | +0.1% | +13.7% | -13.6% | +0.1% |
| 30D | +8.9% | -21.3% | +30.2% | +8.9% |
| 3M | +7.5% | -44.7% | +52.2% | +7.4% |
| 6M | +9.4% | -49.2% | +58.6% | +9.3% |
| YTD | +19.3% | -56.1% | +75.4% | +19.1% |
| 1Y | +21.7% | -61.1% | +82.9% | +21.6% |
| 3Y | +44.0% | +1,511.0% | -1,467.0% | +44.3% |
| 5Y | +42.8% | +16.6% | +26.2% | +37.5% |
| All | +58.2% | +11.9% | +46.3% | +53.6% |
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 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