+5.2%
QBTS vs ECL
+44.6%
-39.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.7% | +19.7% | +18.2% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | -29.8% | +8.1% | -37.9% | -30.6% |
| 3M | -45.0% | +6.4% | -51.3% | -45.5% |
| 6M | -55.2% | +14.8% | -69.9% | -56.3% |
| YTD | -59.2% | +15.5% | -74.6% | -60.3% |
| 1Y | -62.4% | +20.1% | -82.5% | -63.6% |
| 3Y | +1,264.0% | +77.8% | +1,186.2% | +1,185.4% |
| 5Y | +8.8% | +37.9% | -29.1% | +3.8% |
| All | +5.2% | +44.6% | -39.3% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling