-5.8%
QBTS vs ECHO
+356.4%
-362.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.8% | -3.2% |
| 7D | -10.5% | +5.7% | -16.2% | -11.4% |
| 30D | -20.5% | +13.8% | -34.3% | -22.2% |
| 3M | -54.3% | +9.1% | -63.3% | -54.9% |
| 6M | -55.4% | -24.9% | -30.5% | -53.5% |
| YTD | -63.4% | -8.0% | -55.4% | -62.9% |
| 1Y | -59.1% | +42.9% | -102.0% | -60.8% |
| 3Y | +1,216.8% | +926.7% | +290.1% | +700.9% |
| 5Y | -2.6% | +230.4% | -233.0% | -32.4% |
| All | -5.8% | +356.4% | -362.2% | -34.8% |
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