-3.1%
QBTS vs EME
+658.9%
-661.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.3% |
| 7D | +8.7% | +11.3% | -2.6% | +2.8% |
| 30D | -26.5% | -14.6% | -11.9% | -19.8% |
| 3M | -52.6% | -20.4% | -32.1% | -46.5% |
| 6M | -56.0% | -28.3% | -27.7% | -47.7% |
| YTD | -62.4% | +8.6% | -70.9% | -63.7% |
| 1Y | -62.7% | +3.2% | -66.0% | -62.9% |
| 3Y | +1,266.7% | +216.8% | +1,049.9% | +847.6% |
| 5Y | +0.2% | +417.5% | -417.3% | -30.3% |
| All | -3.1% | +658.9% | -661.9% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling