+74.1%
QBTS vs ES
+4.2%
+69.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.6% |
| 7D | +6.8% | +1.4% | +5.4% | +6.9% |
| 30D | -14.9% | -1.2% | -13.7% | -14.9% |
| 3M | -31.6% | +5.0% | -36.6% | -31.5% |
| 6M | -4.9% | -2.8% | -2.1% | -5.1% |
| YTD | -32.4% | +8.6% | -41.0% | -32.2% |
| 1Y | +14.6% | +18.9% | -4.3% | +15.4% |
| 3Y | +1,839.6% | +32.1% | +1,807.5% | +1,828.8% |
| 5Y | +81.2% | -5.1% | +86.3% | +67.0% |
| All | +74.1% | +4.2% | +69.9% | +61.8% |
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