+4.9%
QBTS vs ECHO
+366.5%
-361.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | +2.6% | +3.6% | -1.0% | +2.1% |
| 30D | -22.5% | +7.5% | -30.0% | -23.4% |
| 3M | -47.4% | +16.2% | -63.5% | -48.6% |
| 6M | -55.7% | -20.9% | -34.8% | -54.2% |
| YTD | -59.3% | -6.0% | -53.3% | -58.8% |
| 1Y | -63.3% | +43.4% | -106.6% | -64.9% |
| 3Y | +1,379.2% | +924.0% | +455.1% | +801.3% |
| 5Y | +8.3% | +249.6% | -241.3% | -25.2% |
| All | +4.9% | +366.5% | -361.5% | -27.7% |
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 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