+63.3%
QBTS vs EFX
+0.1%
+63.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +4.9% | +1.2% |
| 7D | -2.4% | -8.6% | +6.2% | +1.2% |
| 30D | -22.5% | +0.1% | -22.6% | -22.8% |
| 3M | -40.0% | +3.8% | -43.9% | -42.5% |
| 6M | -12.3% | -13.5% | +1.2% | -8.7% |
| YTD | -36.6% | -17.7% | -18.9% | -33.2% |
| 1Y | +8.4% | -25.6% | +34.0% | +18.7% |
| 3Y | +1,380.4% | -12.1% | +1,392.4% | +1,423.2% |
| 5Y | +69.7% | -33.8% | +103.5% | +77.6% |
| All | +63.3% | +0.1% | +63.3% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling