+63.3%
QBTS vs ELF
+406.8%
-343.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.9% |
| 7D | -2.4% | +5.4% | -7.8% | -3.5% |
| 30D | -22.5% | +27.0% | -49.5% | -26.5% |
| 3M | -40.0% | +113.2% | -153.2% | -48.7% |
| 6M | -12.3% | +36.6% | -48.9% | -18.8% |
| YTD | -36.6% | +44.2% | -80.8% | -42.0% |
| 1Y | +8.4% | -18.0% | +26.4% | +7.5% |
| 3Y | +1,380.4% | -19.9% | +1,400.3% | +1,252.2% |
| 5Y | +69.7% | +257.7% | -188.0% | +56.1% |
| All | +63.3% | +406.8% | -343.4% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling