-65.1%
QBTS vs ECL
+23.8%
-88.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | +0.1% |
| 7D | -11.8% | +7.7% | -19.5% | -11.8% |
| 30D | -33.6% | +13.7% | -47.3% | -33.8% |
| 3M | -52.5% | +11.6% | -64.0% | -52.4% |
| 6M | -50.4% | +23.9% | -74.3% | -52.5% |
| YTD | -60.3% | +21.0% | -81.3% | -64.1% |
| 1Y | -65.1% | +23.1% | -88.2% | -67.9% |
| All | -65.1% | +23.8% | -88.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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