-3.1%
QBTS vs ELF
+424.6%
-427.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.2% | -3.4% | -6.7% |
| 7D | +8.7% | +3.4% | +5.4% | +8.2% |
| 30D | -26.5% | +5.0% | -31.4% | -26.9% |
| 3M | -52.6% | +22.6% | -75.1% | -54.5% |
| 6M | -56.0% | +104.0% | -159.9% | -62.0% |
| YTD | -62.4% | +49.3% | -111.7% | -65.8% |
| 1Y | -62.7% | +46.0% | -108.8% | -66.0% |
| 3Y | +1,266.7% | +19.4% | +1,247.3% | +1,130.2% |
| 5Y | +0.2% | +262.0% | -261.8% | -8.1% |
| All | -3.1% | +424.6% | -427.7% | -13.0% |
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