+65.5%
QBTS vs ELAN
-19.5%
+85.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | +1.3% | -5.4% | +6.8% | +2.9% |
| 30D | -19.0% | +4.7% | -23.7% | -20.2% |
| 3M | -29.5% | -3.7% | -25.8% | -29.2% |
| 6M | -11.2% | -1.2% | -10.0% | -11.7% |
| YTD | -35.8% | +2.4% | -38.1% | -36.6% |
| 1Y | +1.7% | +23.4% | -21.7% | -4.8% |
| 3Y | +1,470.1% | +96.7% | +1,373.4% | +1,112.8% |
| 5Y | +72.3% | -30.6% | +102.9% | +23.0% |
| All | +65.5% | -19.5% | +85.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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