+64.1%
QBTS vs EOSE
-73.5%
+137.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.0% |
| 7D | -1.0% | +14.0% | -15.0% | -3.3% |
| 30D | -17.6% | -5.9% | -11.8% | -17.0% |
| 3M | -28.3% | -34.3% | +5.9% | -23.8% |
| 6M | -11.2% | -37.8% | +26.6% | -5.2% |
| YTD | -36.3% | -65.2% | +28.9% | -27.4% |
| 1Y | +3.9% | -41.9% | +45.8% | +12.2% |
| 3Y | +1,728.8% | +44.6% | +1,684.2% | +1,599.1% |
| 5Y | +70.9% | -69.2% | +140.1% | +62.8% |
| All | +64.1% | -73.5% | +137.6% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling