+3.3%
QBTS vs EL
-49.9%
+53.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.9% | -8.7% |
| 7D | +1.1% | +7.6% | -6.6% | -1.1% |
| 30D | -28.1% | +15.7% | -43.8% | -31.4% |
| 3M | -48.1% | +30.5% | -78.6% | -52.8% |
| 6M | -53.6% | +32.5% | -86.1% | -57.9% |
| YTD | -59.9% | +9.4% | -69.4% | -61.8% |
| 1Y | -64.3% | +28.4% | -92.7% | -67.3% |
| 3Y | +1,355.6% | +4.4% | +1,351.1% | +1,171.9% |
| 5Y | +6.6% | -64.5% | +71.1% | -1.0% |
| All | +3.3% | -49.9% | +53.1% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling