-65.1%
QBTS vs ECHO
+34.5%
-99.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.9% |
| 7D | -11.8% | +4.6% | -16.4% | -14.1% |
| 30D | -33.6% | +0.4% | -34.0% | -34.0% |
| 3M | -52.5% | +7.7% | -60.1% | -54.6% |
| 6M | -50.4% | -18.0% | -32.3% | -48.8% |
| YTD | -60.3% | -9.3% | -51.0% | -61.3% |
| 1Y | -65.1% | +34.2% | -99.3% | -71.0% |
| All | -65.1% | +34.5% | -99.6% | -71.0% |
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