+64.1%
QBTS vs ENTG
+52.0%
+12.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -0.8% |
| 7D | -1.0% | +5.1% | -6.1% | -3.5% |
| 30D | -17.6% | -8.5% | -9.1% | -14.3% |
| 3M | -28.3% | +6.7% | -35.0% | -31.9% |
| 6M | -11.2% | +17.7% | -28.9% | -19.2% |
| YTD | -36.3% | +63.5% | -99.8% | -50.5% |
| 1Y | +3.9% | +73.6% | -69.7% | -20.2% |
| 3Y | +1,728.8% | +44.6% | +1,684.2% | +1,437.0% |
| 5Y | +70.9% | +16.1% | +54.8% | +43.2% |
| All | +64.1% | +52.0% | +12.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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