+75.4%
QBTS vs EFV
+95.4%
-20.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.9% |
| 7D | +3.8% | -0.5% | +4.3% | +4.5% |
| 30D | -15.2% | 0.0% | -15.2% | -15.1% |
| 3M | -27.2% | +8.4% | -35.6% | -34.1% |
| 6M | -10.1% | +12.3% | -22.4% | -20.8% |
| YTD | -34.5% | +17.4% | -51.9% | -44.9% |
| 1Y | +6.0% | +27.1% | -21.1% | -18.6% |
| 3Y | +1,779.3% | +90.7% | +1,688.5% | +917.8% |
| 5Y | +75.4% | +95.6% | -20.2% | -0.5% |
| All | +75.4% | +95.4% | -20.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling