-3.1%
QBTS vs EAT
+263.9%
-266.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.1% | -7.3% |
| 7D | +8.7% | -7.1% | +15.8% | +10.2% |
| 30D | -26.5% | -2.3% | -24.1% | -26.3% |
| 3M | -52.6% | -19.6% | -32.9% | -50.8% |
| 6M | -56.0% | +46.0% | -102.0% | -59.7% |
| YTD | -62.4% | +37.7% | -100.1% | -65.2% |
| 1Y | -62.7% | +73.8% | -136.5% | -66.8% |
| 3Y | +1,266.7% | +482.1% | +784.6% | +911.4% |
| 5Y | +0.2% | +362.5% | -362.3% | -24.1% |
| All | -3.1% | +263.9% | -266.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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