+81.2%
QBTS vs EIX
+28.1%
+53.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.5% | +2.1% | +5.4% |
| 7D | +6.8% | +0.9% | +5.9% | +6.5% |
| 30D | -14.9% | -13.5% | -1.3% | -13.1% |
| 3M | -31.6% | -15.3% | -16.3% | -30.4% |
| 6M | -4.9% | -15.3% | +10.4% | -3.8% |
| YTD | -32.4% | +2.7% | -35.2% | -37.1% |
| 1Y | +14.6% | +17.4% | -2.9% | +0.2% |
| 3Y | +1,839.6% | -1.3% | +1,841.0% | +1,741.2% |
| 5Y | +81.2% | +27.2% | +54.0% | +89.0% |
| All | +81.2% | +28.1% | +53.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling