+63.3%
QBTS vs ELV
+41.1%
+22.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.5% |
| 7D | -2.4% | +3.3% | -5.7% | -2.2% |
| 30D | -22.5% | +4.2% | -26.6% | -22.3% |
| 3M | -40.0% | -0.1% | -39.9% | -40.0% |
| 6M | -12.3% | +41.3% | -53.6% | -10.3% |
| YTD | -36.6% | +17.4% | -54.0% | -35.9% |
| 1Y | +8.4% | +35.1% | -26.6% | +11.3% |
| 3Y | +1,380.4% | -3.2% | +1,383.6% | +1,406.2% |
| 5Y | +69.7% | +15.6% | +54.1% | +73.6% |
| All | +63.3% | +41.1% | +22.2% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling