+68.7%
QBTS vs ELAN
-18.2%
+86.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.6% |
| 7D | +3.8% | -4.6% | +8.4% | +5.2% |
| 30D | -15.2% | +5.7% | -20.9% | -16.7% |
| 3M | -27.2% | -3.9% | -23.3% | -26.9% |
| 6M | -10.1% | -1.6% | -8.5% | -10.6% |
| YTD | -34.5% | +4.1% | -38.6% | -35.7% |
| 1Y | +6.0% | +25.5% | -19.5% | -1.3% |
| 3Y | +1,779.3% | +103.2% | +1,676.1% | +1,341.0% |
| 5Y | +75.4% | -29.8% | +105.2% | +24.6% |
| All | +68.7% | -18.2% | +86.9% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling