+72.0%
QBTS vs ELAN
-30.9%
+102.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | +1.3% | -5.4% | +6.8% | +3.1% |
| 30D | -19.0% | +4.7% | -23.7% | -20.3% |
| 3M | -29.5% | -3.7% | -25.8% | -29.2% |
| 6M | -11.2% | -1.2% | -10.0% | -11.8% |
| YTD | -35.8% | +2.4% | -38.1% | -36.8% |
| 1Y | +1.7% | +23.4% | -21.7% | -5.5% |
| 3Y | +1,470.1% | +96.7% | +1,373.4% | +1,069.2% |
| All | +72.0% | -30.9% | +102.9% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling