+3.3%
QBTS vs EMB
+6.5%
-3.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -7.8% |
| 7D | +1.1% | +0.5% | +0.6% | +0.6% |
| 30D | -28.1% | +0.9% | -29.0% | -28.7% |
| 3M | -48.1% | -2.1% | -46.0% | -46.3% |
| 6M | -53.6% | -2.2% | -51.4% | -51.5% |
| YTD | -59.9% | -0.6% | -59.3% | -58.7% |
| 1Y | -64.3% | +0.2% | -64.5% | -63.5% |
| 3Y | +1,355.6% | +29.5% | +1,326.0% | +1,143.0% |
| 5Y | +6.6% | +8.0% | -1.4% | -3.2% |
| All | +3.3% | +6.5% | -3.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling