+74.1%
QBTS vs EFV
+125.1%
-51.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +7.4% |
| 7D | +6.8% | +1.0% | +5.9% | +5.5% |
| 30D | -14.9% | +0.2% | -15.1% | -14.9% |
| 3M | -31.6% | +9.6% | -41.2% | -38.3% |
| 6M | -4.9% | +14.0% | -19.0% | -16.7% |
| YTD | -32.4% | +18.5% | -50.9% | -42.7% |
| 1Y | +14.6% | +27.9% | -13.3% | -10.3% |
| 3Y | +1,839.6% | +92.4% | +1,747.2% | +1,017.0% |
| 5Y | +81.2% | +97.2% | -15.9% | +7.9% |
| All | +74.1% | +125.1% | -51.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EFV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling