+157.8%
EWY vs QBTS
+72.4%
+85.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +0.3% |
| 7D | +8.0% | +6.8% | +1.2% | +7.7% |
| 30D | +14.3% | -14.9% | +29.2% | +15.1% |
| 3M | +2.3% | -31.6% | +33.9% | +3.6% |
| 6M | +49.9% | -4.9% | +54.8% | +49.7% |
| YTD | +95.3% | -32.4% | +127.8% | +96.5% |
| 1Y | +161.7% | +14.6% | +147.1% | +159.0% |
| 3Y | +230.2% | +1,839.6% | -1,609.5% | +197.7% |
| 5Y | +148.1% | +81.2% | +66.9% | +115.8% |
| All | +157.8% | +72.4% | +85.4% | +130.9% |
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