+65.5%
QBTS vs EOSE
-73.8%
+139.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.3% | +1.8% | -0.5% | +1.0% |
| 30D | -19.0% | -6.8% | -12.2% | -18.3% |
| 3M | -29.5% | -36.3% | +6.8% | -24.6% |
| 6M | -11.2% | -38.8% | +27.6% | -5.0% |
| YTD | -35.8% | -65.5% | +29.8% | -26.6% |
| 1Y | +1.7% | -45.3% | +47.0% | +10.7% |
| 3Y | +1,470.1% | +44.2% | +1,425.9% | +1,361.1% |
| 5Y | +72.3% | -69.5% | +141.8% | +64.4% |
| All | +65.5% | -73.8% | +139.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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