+63.3%
QBTS vs EFV
+126.6%
-63.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -2.4% | +1.5% | -3.9% | -4.1% |
| 30D | -22.5% | +1.7% | -24.2% | -23.9% |
| 3M | -40.0% | +8.6% | -48.7% | -45.1% |
| 6M | -12.3% | +11.7% | -24.0% | -21.4% |
| YTD | -36.6% | +19.3% | -55.9% | -46.7% |
| 1Y | +8.4% | +30.2% | -21.8% | -16.7% |
| 3Y | +1,380.4% | +91.6% | +1,288.8% | +749.4% |
| 5Y | +69.7% | +96.4% | -26.7% | +0.4% |
| All | +63.3% | +126.6% | -63.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling