-5.8%
QBTS vs ENTG
+63.2%
-69.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +0.9% | -1.0% |
| 7D | -10.5% | +15.2% | -25.7% | -16.6% |
| 30D | -20.5% | -3.6% | -16.9% | -19.8% |
| 3M | -54.3% | -10.0% | -44.3% | -52.7% |
| 6M | -55.4% | +1.8% | -57.2% | -57.1% |
| YTD | -63.4% | +75.5% | -138.9% | -73.0% |
| 1Y | -59.1% | +82.4% | -141.5% | -70.2% |
| 3Y | +1,216.8% | +58.5% | +1,158.3% | +950.0% |
| 5Y | -2.6% | +0.4% | -3.0% | -21.7% |
| All | -5.8% | +63.2% | -69.0% | -23.5% |
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