+1,839.6%
QBTS vs ELF
-23.6%
+1,863.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.9% | +11.5% | +8.0% |
| 7D | +6.8% | -1.2% | +8.0% | +7.0% |
| 30D | -14.9% | +5.9% | -20.8% | -16.6% |
| 3M | -31.6% | +99.5% | -131.1% | -44.2% |
| 6M | -4.9% | +26.5% | -31.5% | -12.8% |
| YTD | -32.4% | +37.2% | -69.6% | -39.7% |
| 1Y | +14.6% | -24.4% | +39.0% | +16.3% |
| 3Y | +1,839.6% | -23.3% | +1,863.0% | +1,712.2% |
| All | +1,839.6% | -23.6% | +1,863.2% | +1,712.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling