+46.6%
EEM vs QBTS
+77.0%
-30.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | +2.0% | +3.8% | -1.8% | +1.9% |
| 30D | +5.1% | -15.2% | +20.3% | +5.6% |
| 3M | +4.6% | -27.2% | +31.8% | +5.3% |
| 6M | +17.8% | -10.1% | +27.9% | +17.5% |
| YTD | +25.8% | -34.5% | +60.4% | +26.2% |
| 1Y | +36.4% | +6.0% | +30.4% | +34.8% |
| 3Y | +90.0% | +1,779.3% | -1,689.3% | +72.4% |
| 5Y | +46.6% | +75.4% | -28.8% | +27.2% |
| All | +46.6% | +77.0% | -30.5% | +27.2% |
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