-5.8%
QBTS vs EL
-50.6%
+44.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.2% |
| 7D | -10.5% | +1.5% | -12.0% | -10.9% |
| 30D | -20.5% | +10.0% | -30.5% | -22.8% |
| 3M | -54.3% | +28.4% | -82.7% | -58.2% |
| 6M | -55.4% | +37.1% | -92.5% | -59.9% |
| YTD | -63.4% | +7.8% | -71.3% | -64.9% |
| 1Y | -59.1% | +26.0% | -85.2% | -62.4% |
| 3Y | +1,216.8% | +3.8% | +1,213.0% | +1,055.3% |
| 5Y | -2.6% | -65.2% | +62.5% | -9.1% |
| All | -5.8% | -50.6% | +44.8% | -15.5% |
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