+34.1%
XLP vs QBTS
+69.9%
-35.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.0% | -2.4% | +1.4% | -1.0% |
| 30D | -0.9% | -22.5% | +21.6% | -0.9% |
| 3M | +3.8% | -40.0% | +43.8% | +3.7% |
| 6M | -1.7% | -12.3% | +10.6% | -1.8% |
| YTD | +10.3% | -36.6% | +46.9% | +10.2% |
| 1Y | +7.8% | +8.4% | -0.6% | +7.7% |
| 3Y | +27.2% | +1,380.4% | -1,353.2% | +27.4% |
| All | +34.1% | +69.9% | -35.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling