+64.1%
QBTS vs EFX
-5.0%
+69.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -11.1% | +10.2% | +3.8% |
| 30D | -17.6% | -7.4% | -10.3% | -15.5% |
| 3M | -28.3% | +1.5% | -29.8% | -30.7% |
| 6M | -11.2% | -13.7% | +2.5% | -7.8% |
| YTD | -36.3% | -21.9% | -14.4% | -31.5% |
| 1Y | +3.9% | -30.8% | +34.6% | +17.5% |
| 3Y | +1,728.8% | -12.4% | +1,741.1% | +1,791.3% |
| 5Y | +70.9% | -35.9% | +106.8% | +82.5% |
| All | +64.1% | -5.0% | +69.2% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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