-2.9%
QBTS vs EFV
+93.2%
-96.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.3% |
| 7D | -10.5% | +2.5% | -13.0% | -13.3% |
| 30D | -20.5% | +2.9% | -23.5% | -23.5% |
| 3M | -54.3% | -1.4% | -52.8% | -53.2% |
| 6M | -55.4% | +5.5% | -60.9% | -57.9% |
| YTD | -63.4% | +16.1% | -79.5% | -68.8% |
| 1Y | -59.1% | +20.3% | -79.4% | -66.6% |
| 3Y | +1,216.8% | +90.4% | +1,126.4% | +609.3% |
| All | -2.9% | +93.2% | -96.2% | -44.9% |
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 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