+63.3%
QBTS vs ECHO
+309.9%
-246.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | +3.4% | -5.8% | -3.0% |
| 30D | -22.5% | +2.4% | -24.8% | -22.7% |
| 3M | -40.0% | -28.0% | -12.1% | -36.6% |
| 6M | -12.3% | -21.2% | +8.9% | -9.1% |
| YTD | -36.6% | -17.4% | -19.2% | -34.5% |
| 1Y | +8.4% | +33.6% | -25.2% | +5.0% |
| 3Y | +1,380.4% | +419.7% | +960.7% | +935.0% |
| 5Y | +69.7% | +241.7% | -172.0% | +19.6% |
| All | +63.3% | +309.9% | -246.5% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling