+1,511.0%
QBTS vs ELF
+22.3%
+1,488.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +6.6% |
| 7D | +13.7% | +7.8% | +5.8% | +11.5% |
| 30D | -21.3% | +9.3% | -30.5% | -23.0% |
| 3M | -44.7% | +21.2% | -65.9% | -47.9% |
| 6M | -49.2% | +96.1% | -145.3% | -58.6% |
| YTD | -56.1% | +57.0% | -113.1% | -62.4% |
| 1Y | -61.1% | +61.9% | -123.0% | -67.0% |
| 3Y | +1,511.0% | +20.0% | +1,490.9% | +764.7% |
| All | +1,511.0% | +22.3% | +1,488.7% | +764.7% |
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