+68.7%
QBTS vs EIX
+19.6%
+49.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.4% |
| 7D | +3.8% | +4.1% | -0.3% | +2.9% |
| 30D | -15.2% | -15.3% | +0.1% | -13.2% |
| 3M | -27.2% | -18.4% | -8.8% | -25.3% |
| 6M | -10.1% | -16.8% | +6.7% | -8.8% |
| YTD | -34.5% | -0.6% | -34.0% | -38.1% |
| 1Y | +6.0% | +10.7% | -4.6% | -4.2% |
| 3Y | +1,779.3% | -4.5% | +1,783.7% | +1,705.8% |
| 5Y | +75.4% | +24.0% | +51.4% | +81.5% |
| All | +68.7% | +19.6% | +49.1% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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