+156.2%
EWY vs QBTS
+63.9%
+92.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.1% |
| 30D | +7.3% | -19.0% | +26.3% | +8.2% |
| 3M | -5.1% | -29.5% | +24.3% | -4.0% |
| 6M | +42.1% | -11.2% | +53.2% | +42.3% |
| YTD | +94.1% | -35.8% | +129.9% | +95.7% |
| 1Y | +147.8% | +1.7% | +146.1% | +146.2% |
| 3Y | +222.9% | +1,470.1% | -1,247.2% | +192.6% |
| 5Y | +150.6% | +72.3% | +78.3% | +118.5% |
| All | +156.2% | +63.9% | +92.3% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling