+8.4%
QBTS vs ECHO
+40.1%
-31.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | +3.4% | -5.8% | -4.0% |
| 30D | -22.5% | +2.4% | -24.8% | -23.2% |
| 3M | -40.0% | -28.0% | -12.1% | -31.0% |
| 6M | -12.3% | -21.2% | +8.9% | -6.6% |
| YTD | -36.6% | -17.4% | -19.2% | -32.6% |
| 1Y | +8.4% | +33.6% | -25.2% | +6.7% |
| All | +8.4% | +40.1% | -31.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling