-3.1%
QBTS vs ECL
+46.4%
-49.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.5% |
| 7D | +8.7% | -0.5% | +9.2% | +8.8% |
| 30D | -26.5% | +6.6% | -33.0% | -27.1% |
| 3M | -52.6% | +9.6% | -62.2% | -53.2% |
| 6M | -56.0% | +21.6% | -77.6% | -57.5% |
| YTD | -62.4% | +16.9% | -79.3% | -63.4% |
| 1Y | -62.7% | +17.9% | -80.6% | -63.8% |
| 3Y | +1,266.7% | +76.5% | +1,190.2% | +1,186.5% |
| 5Y | +0.2% | +36.6% | -36.4% | -4.4% |
| All | -3.1% | +46.4% | -49.4% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling