+0.2%
QBTS vs ENPH
-89.4%
+89.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.4% | -2.2% | -6.1% |
| 7D | +8.7% | -7.6% | +16.3% | +11.3% |
| 30D | -26.5% | -16.4% | -10.1% | -22.8% |
| 3M | -52.6% | -34.3% | -18.2% | -46.7% |
| 6M | -56.0% | -28.5% | -27.4% | -51.0% |
| YTD | -62.4% | -16.4% | -45.9% | -60.5% |
| 1Y | -62.7% | -12.8% | -49.9% | -61.1% |
| 3Y | +1,266.7% | -65.7% | +1,332.3% | +1,576.9% |
| 5Y | +0.2% | -89.4% | +89.6% | +38.9% |
| All | +0.2% | -89.4% | +89.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling