+58.9%
XLP vs QBTS
-11.7%
+70.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.8% | +12.1% | -0.8% |
| 7D | +3.5% | -21.7% | +25.2% | +3.4% |
| 30D | +11.6% | -42.7% | +54.2% | +11.4% |
| 3M | +7.6% | -57.7% | +65.3% | +7.4% |
| 6M | +10.0% | -58.0% | +68.0% | +9.8% |
| YTD | +19.7% | -65.4% | +85.1% | +19.5% |
| 1Y | +23.5% | -70.8% | +94.3% | +23.2% |
| 3Y | +44.0% | +930.8% | -886.8% | +44.0% |
| 5Y | +42.7% | -7.8% | +50.5% | +37.2% |
| All | +58.9% | -11.7% | +70.6% | +54.1% |
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