+1,500.0%
QBTS vs EFV
+88.7%
+1,411.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.2% |
| 7D | +3.8% | -0.5% | +4.3% | +4.9% |
| 30D | -15.2% | 0.0% | -15.2% | -15.0% |
| 3M | -27.2% | +8.4% | -35.6% | -38.5% |
| 6M | -10.1% | +12.3% | -22.4% | -28.1% |
| YTD | -34.5% | +17.4% | -51.9% | -52.1% |
| 1Y | +6.0% | +27.1% | -21.1% | -34.8% |
| All | +1,500.0% | +88.7% | +1,411.3% | +234.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling