+211.6%
XOM vs QBTS
-2.5%
+214.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.5% |
| 7D | +2.8% | -10.5% | +13.3% | +2.8% |
| 30D | -3.6% | -20.5% | +16.9% | -3.6% |
| 3M | +8.2% | -54.3% | +62.5% | +8.3% |
| 6M | +14.0% | -55.4% | +69.5% | +14.0% |
| YTD | +44.6% | -63.4% | +108.0% | +44.7% |
| 1Y | +47.8% | -59.1% | +106.9% | +47.7% |
| 3Y | +79.6% | +1,216.8% | -1,137.2% | +75.1% |
| All | +211.6% | -2.5% | +214.1% | +204.2% |
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