+64.1%
QBTS vs EQH
+133.1%
-69.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.3% |
| 7D | -1.0% | -1.8% | +0.8% | +0.1% |
| 30D | -17.6% | +2.4% | -20.1% | -19.2% |
| 3M | -28.3% | +26.3% | -54.6% | -39.0% |
| 6M | -11.2% | +35.8% | -47.0% | -27.4% |
| YTD | -36.3% | +12.7% | -49.0% | -41.6% |
| 1Y | +3.9% | +2.5% | +1.4% | +1.0% |
| 3Y | +1,728.8% | +98.6% | +1,630.1% | +1,208.2% |
| 5Y | +70.9% | +101.7% | -30.8% | +19.3% |
| All | +64.1% | +133.1% | -69.0% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling