+65.5%
QBTS vs EME
+793.4%
-727.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -1.5% |
| 7D | +1.3% | +3.5% | -2.2% | -0.5% |
| 30D | -19.0% | -6.3% | -12.7% | -16.2% |
| 3M | -29.5% | -3.8% | -25.7% | -28.3% |
| 6M | -11.2% | +8.5% | -19.7% | -14.7% |
| YTD | -35.8% | +27.8% | -63.6% | -43.2% |
| 1Y | +1.7% | +22.2% | -20.5% | -8.4% |
| 3Y | +1,470.1% | +253.5% | +1,216.6% | +905.4% |
| 5Y | +72.3% | +578.6% | -506.3% | +10.1% |
| All | +65.5% | +793.4% | -727.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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