+50.0%
XLY vs QBTS
+62.5%
-12.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.4% |
| 7D | -3.9% | -1.0% | -2.9% | -3.8% |
| 30D | -6.1% | -17.6% | +11.5% | -5.6% |
| 3M | -1.2% | -28.3% | +27.2% | -0.4% |
| 6M | -1.8% | -11.2% | +9.4% | -2.2% |
| YTD | -5.9% | -36.3% | +30.4% | -5.5% |
| 1Y | -3.1% | +3.9% | -7.0% | -4.8% |
| 3Y | +36.0% | +1,728.8% | -1,692.8% | +18.3% |
| 5Y | +27.6% | +70.9% | -43.3% | +7.2% |
| All | +50.0% | +62.5% | -12.5% | +32.9% |
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 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