-3.1%
QBTS vs EL
-51.2%
+48.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.1% |
| 7D | +8.7% | +2.7% | +6.1% | +8.0% |
| 30D | -26.5% | +10.8% | -37.3% | -28.7% |
| 3M | -52.6% | +26.5% | -79.0% | -56.4% |
| 6M | -56.0% | +31.1% | -87.1% | -59.9% |
| YTD | -62.4% | +6.6% | -69.0% | -63.8% |
| 1Y | -62.7% | +21.8% | -84.5% | -65.3% |
| 3Y | +1,266.7% | +1.8% | +1,264.9% | +1,105.1% |
| 5Y | +0.2% | -65.6% | +65.8% | -6.1% |
| All | -3.1% | -51.2% | +48.1% | -12.7% |
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