+62.7%
XLV vs QBTS
+62.5%
+0.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.5% |
| 7D | -4.4% | -1.0% | -3.4% | -4.4% |
| 30D | -1.4% | -17.6% | +16.2% | -1.3% |
| 3M | +8.9% | -28.3% | +37.2% | +9.0% |
| 6M | +9.1% | -11.2% | +20.3% | +8.9% |
| YTD | +7.9% | -36.3% | +44.2% | +7.9% |
| 1Y | +22.7% | +3.9% | +18.9% | +22.1% |
| 3Y | +31.9% | +1,728.8% | -1,696.9% | +26.6% |
| 5Y | +34.9% | +70.9% | -36.0% | +26.2% |
| All | +62.7% | +62.5% | +0.2% | +55.0% |
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 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