+68.7%
QBTS vs ECL
+30.5%
+38.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | +3.8% | -2.7% | +6.6% | +4.2% |
| 30D | -15.2% | -4.3% | -10.9% | -14.7% |
| 3M | -27.2% | +3.2% | -30.4% | -27.9% |
| 6M | -10.1% | -2.9% | -7.2% | -10.1% |
| YTD | -34.5% | +4.3% | -38.8% | -35.4% |
| 1Y | +6.0% | +1.6% | +4.4% | +5.0% |
| 3Y | +1,779.3% | +54.3% | +1,725.0% | +1,681.1% |
| 5Y | +75.4% | +26.5% | +48.9% | +69.9% |
| All | +68.7% | +30.5% | +38.1% | +61.7% |
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