+28.4%
XLY vs QBTS
+72.5%
-44.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -1.7% | +1.3% | -3.0% | -1.7% |
| 30D | -4.2% | -19.0% | +14.8% | -3.6% |
| 3M | -2.7% | -29.5% | +26.8% | -1.9% |
| 6M | -0.6% | -11.2% | +10.5% | -1.0% |
| YTD | -5.0% | -35.8% | +30.7% | -4.7% |
| 1Y | -4.1% | +1.7% | -5.8% | -5.7% |
| 3Y | +33.6% | +1,470.1% | -1,436.5% | +16.8% |
| All | +28.4% | +72.5% | -44.1% | +3.3% |
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 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