+4.9%
QBTS vs ES
+4.1%
+0.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.7% |
| 30D | -22.5% | +6.7% | -29.2% | -22.1% |
| 3M | -47.4% | +0.3% | -47.7% | -47.2% |
| 6M | -55.7% | +7.4% | -63.1% | -55.5% |
| YTD | -59.3% | +8.4% | -67.7% | -59.0% |
| 1Y | -63.3% | +0.6% | -63.9% | -63.2% |
| 3Y | +1,379.2% | +50.6% | +1,328.5% | +1,457.2% |
| 5Y | +8.3% | +4.8% | +3.5% | +0.1% |
| All | +4.9% | +4.1% | +0.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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