+74.1%
QBTS vs ECHO
+326.4%
-252.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.5% | +5.9% |
| 7D | +6.8% | +8.6% | -1.7% | +5.4% |
| 30D | -14.9% | +3.8% | -18.6% | -15.3% |
| 3M | -31.6% | -19.9% | -11.7% | -29.0% |
| 6M | -4.9% | -12.1% | +7.1% | -3.1% |
| YTD | -32.4% | -14.1% | -18.4% | -30.7% |
| 1Y | +14.6% | +15.9% | -1.3% | +13.0% |
| 3Y | +1,839.6% | +417.8% | +1,421.8% | +1,258.3% |
| 5Y | +81.2% | +259.3% | -178.1% | +26.8% |
| All | +74.1% | +326.4% | -252.3% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling