+68.7%
QBTS vs EAT
+296.4%
-227.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.5% |
| 7D | +3.8% | -6.8% | +10.6% | +5.2% |
| 30D | -15.2% | -5.4% | -9.8% | -14.4% |
| 3M | -27.2% | +42.8% | -70.0% | -32.6% |
| 6M | -10.1% | +56.5% | -66.6% | -18.4% |
| YTD | -34.5% | +50.0% | -84.6% | -40.0% |
| 1Y | +6.0% | +38.3% | -32.3% | -2.0% |
| 3Y | +1,779.3% | +591.6% | +1,187.6% | +1,265.5% |
| 5Y | +75.4% | +312.6% | -237.2% | +32.2% |
| All | +68.7% | +296.4% | -227.8% | +31.1% |
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