+65.5%
QBTS vs EQH
+136.4%
-70.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | +1.3% | +0.7% | +0.6% | +0.8% |
| 30D | -19.0% | +2.8% | -21.8% | -20.7% |
| 3M | -29.5% | +23.1% | -52.6% | -39.0% |
| 6M | -11.2% | +41.4% | -52.6% | -29.1% |
| YTD | -35.8% | +14.3% | -50.0% | -41.6% |
| 1Y | +1.7% | +1.6% | +0.1% | -0.8% |
| 3Y | +1,470.1% | +102.7% | +1,367.4% | +1,011.2% |
| 5Y | +72.3% | +104.5% | -32.2% | +19.3% |
| All | +65.5% | +136.4% | -70.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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