+13.0%
QBTS vs ECL
+47.5%
-34.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +7.1% |
| 7D | +13.7% | -0.5% | +14.2% | +13.8% |
| 30D | -21.3% | +8.8% | -30.1% | -22.2% |
| 3M | -44.7% | +7.8% | -52.6% | -45.3% |
| 6M | -49.2% | +21.3% | -70.5% | -50.9% |
| YTD | -56.1% | +17.8% | -73.9% | -57.4% |
| 1Y | -61.1% | +21.1% | -82.2% | -62.4% |
| 3Y | +1,511.0% | +80.1% | +1,430.9% | +1,414.4% |
| 5Y | +16.6% | +40.5% | -23.9% | +11.0% |
| All | +13.0% | +47.5% | -34.5% | +6.5% |
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