+64.1%
QBTS vs EL
-57.4%
+121.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.9% |
| 7D | -1.0% | -4.4% | +3.4% | +0.5% |
| 30D | -17.6% | +10.3% | -27.9% | -20.7% |
| 3M | -28.3% | +13.4% | -41.7% | -31.5% |
| 6M | -11.2% | +3.1% | -14.3% | -13.0% |
| YTD | -36.3% | -6.9% | -29.4% | -35.8% |
| 1Y | +3.9% | +11.9% | -8.0% | -0.1% |
| 3Y | +1,728.8% | -33.8% | +1,762.6% | +1,627.2% |
| 5Y | +70.9% | -69.0% | +139.8% | +67.4% |
| All | +64.1% | -57.4% | +121.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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