-5.8%
QBTS vs ENPH
-80.5%
+74.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -2.2% |
| 7D | -10.5% | -8.4% | -2.1% | -8.4% |
| 30D | -20.5% | -11.2% | -9.4% | -18.5% |
| 3M | -54.3% | -36.1% | -18.2% | -49.1% |
| 6M | -55.4% | -37.9% | -17.5% | -49.5% |
| YTD | -63.4% | -18.7% | -44.8% | -61.4% |
| 1Y | -59.1% | -9.8% | -49.3% | -57.6% |
| 3Y | +1,216.8% | -66.8% | +1,283.6% | +1,484.5% |
| 5Y | -2.6% | -89.6% | +87.0% | +28.6% |
| All | -5.8% | -80.5% | +74.6% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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