+72.0%
QBTS vs EQH
+102.2%
-30.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.2% |
| 7D | +1.3% | +0.7% | +0.6% | +0.7% |
| 30D | -19.0% | +2.8% | -21.8% | -20.9% |
| 3M | -29.5% | +23.1% | -52.6% | -40.1% |
| 6M | -11.2% | +41.4% | -52.6% | -31.3% |
| YTD | -35.8% | +14.3% | -50.0% | -42.4% |
| 1Y | +1.7% | +1.6% | +0.1% | -1.1% |
| 3Y | +1,470.1% | +102.7% | +1,367.4% | +927.9% |
| All | +72.0% | +102.2% | -30.3% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling