+9.4%
QBTS vs ECHO
+11.8%
-2.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.5% | +4.3% |
| 7D | +6.8% | +8.6% | -1.7% | +2.0% |
| 30D | -14.9% | +3.8% | -18.6% | -16.5% |
| 3M | -31.6% | -19.9% | -11.7% | -24.3% |
| 6M | -4.9% | -12.1% | +7.1% | -5.0% |
| YTD | -32.4% | -14.1% | -18.4% | -30.4% |
| All | +9.4% | +11.8% | -2.4% | +0.4% |
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