+63.3%
QBTS vs EAT
+323.9%
-260.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | -22.5% | +1.9% | -24.4% | -22.9% |
| 3M | -40.0% | +68.7% | -108.7% | -46.4% |
| 6M | -12.3% | +66.9% | -79.2% | -21.4% |
| YTD | -36.6% | +60.4% | -97.0% | -42.7% |
| 1Y | +8.4% | +44.0% | -35.6% | -0.6% |
| 3Y | +1,380.4% | +604.7% | +775.7% | +965.5% |
| 5Y | +69.7% | +347.0% | -277.3% | +26.2% |
| All | +63.3% | +323.9% | -260.6% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling