+62.1%
XLU vs QBTS
+63.9%
-1.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.6% |
| 30D | -3.3% | -19.0% | +15.7% | -3.2% |
| 3M | -3.2% | -29.5% | +26.3% | -3.0% |
| 6M | -7.0% | -11.2% | +4.2% | -7.0% |
| YTD | +0.6% | -35.8% | +36.4% | +0.7% |
| 1Y | +2.4% | +1.7% | +0.7% | +2.2% |
| 3Y | +46.3% | +1,470.1% | -1,423.8% | +45.0% |
| 5Y | +44.0% | +72.3% | -28.3% | +32.4% |
| All | +62.1% | +63.9% | -1.8% | +56.9% |
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