+6.0%
QBTS vs ELF
-27.0%
+33.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | -1.6% |
| 7D | +3.8% | -6.8% | +10.6% | +6.3% |
| 30D | -15.2% | +5.1% | -20.3% | -17.3% |
| 3M | -27.2% | +79.8% | -107.0% | -42.3% |
| 6M | -10.1% | +29.7% | -39.8% | -21.1% |
| YTD | -34.5% | +31.6% | -66.1% | -43.7% |
| 1Y | +6.0% | -27.9% | +33.9% | +13.8% |
| All | +6.0% | -27.0% | +33.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling