+81.2%
QBTS vs ECHO
+255.2%
-174.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.5% | +5.8% |
| 7D | +6.8% | +8.6% | -1.7% | +5.3% |
| 30D | -14.9% | +3.8% | -18.6% | -15.4% |
| 3M | -31.6% | -19.9% | -11.7% | -28.9% |
| 6M | -4.9% | -12.1% | +7.1% | -3.0% |
| YTD | -32.4% | -14.1% | -18.4% | -30.6% |
| 1Y | +14.6% | +15.9% | -1.3% | +12.9% |
| 3Y | +1,839.6% | +417.8% | +1,421.8% | +1,219.4% |
| 5Y | +81.2% | +259.3% | -178.1% | +22.3% |
| All | +81.2% | +255.2% | -174.0% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling