+264.7%
XOM vs QBTS
+71.2%
+193.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | +1.9% | -1.0% | +2.8% | +1.9% |
| 30D | +4.1% | -17.6% | +21.7% | +4.1% |
| 3M | +10.4% | -28.3% | +38.8% | +10.5% |
| 6M | +13.0% | -11.2% | +24.2% | +12.9% |
| YTD | +40.1% | -36.3% | +76.3% | +40.1% |
| 1Y | +51.1% | +3.9% | +47.3% | +50.7% |
| 3Y | +57.7% | +1,728.8% | -1,671.0% | +53.9% |
| 5Y | +264.7% | +70.9% | +193.9% | +248.3% |
| All | +264.7% | +71.2% | +193.5% | +248.3% |
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