+3.3%
QBTS vs EIX
+27.4%
-24.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.7% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | -28.1% | +8.9% | -36.9% | -29.6% |
| 3M | -48.1% | -9.8% | -38.3% | -47.7% |
| 6M | -53.6% | -10.2% | -43.4% | -53.8% |
| YTD | -59.9% | +5.9% | -65.9% | -62.7% |
| 1Y | -64.3% | +10.9% | -75.2% | -67.5% |
| 3Y | +1,355.6% | +10.2% | +1,345.3% | +1,316.9% |
| 5Y | +6.6% | +17.0% | -10.4% | +8.2% |
| All | +3.3% | +27.4% | -24.2% | +4.1% |
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