+64.1%
QBTS vs EFV
+122.4%
-58.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.3% |
| 7D | -1.0% | -2.0% | +1.0% | +1.4% |
| 30D | -17.6% | -0.2% | -17.5% | -17.3% |
| 3M | -28.3% | +9.1% | -37.5% | -35.0% |
| 6M | -11.2% | +11.7% | -22.9% | -20.3% |
| YTD | -36.3% | +17.0% | -53.3% | -45.2% |
| 1Y | +3.9% | +26.7% | -22.9% | -17.7% |
| 3Y | +1,728.8% | +90.2% | +1,638.6% | +968.7% |
| 5Y | +70.9% | +96.1% | -25.2% | +3.2% |
| All | +64.1% | +122.4% | -58.3% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling