+8.5%
QBTS vs EL
-65.9%
+74.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.2% | +15.8% | +17.2% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | -29.8% | +16.5% | -46.4% | -33.4% |
| 3M | -45.0% | +29.2% | -74.1% | -50.1% |
| 6M | -55.2% | +27.9% | -83.1% | -59.1% |
| YTD | -59.2% | +6.2% | -65.4% | -60.8% |
| 1Y | -62.4% | +27.2% | -89.5% | -65.6% |
| 3Y | +1,264.0% | +3.2% | +1,260.8% | +1,087.2% |
| All | +8.5% | -65.9% | +74.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling