+75.6%
QBTS vs ELV
+13.8%
+61.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -3.2% |
| 7D | +3.8% | -2.2% | +6.0% | +3.7% |
| 30D | -15.2% | -0.2% | -15.0% | -15.2% |
| 3M | -27.2% | -6.1% | -21.1% | -27.6% |
| 6M | -10.1% | +42.8% | -52.9% | -7.7% |
| YTD | -34.5% | +14.4% | -48.9% | -33.8% |
| 1Y | +6.0% | +28.6% | -22.6% | +8.6% |
| 3Y | +1,779.3% | -7.4% | +1,786.7% | +1,811.8% |
| All | +75.6% | +13.8% | +61.8% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling