+33.6%
XLY vs QBTS
+1,716.2%
-1,682.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | -4.2% | -19.0% | +14.8% | -3.3% |
| 3M | -2.7% | -29.5% | +26.8% | -1.6% |
| 6M | -0.6% | -11.2% | +10.5% | -1.2% |
| YTD | -5.0% | -35.8% | +30.7% | -4.6% |
| 1Y | -4.1% | +1.7% | -5.8% | -6.4% |
| 3Y | +33.6% | +1,470.1% | -1,436.5% | +2.3% |
| All | +33.6% | +1,716.2% | -1,682.6% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling