+13.0%
QBTS vs ES
+2.5%
+10.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.4% |
| 7D | +13.7% | -0.1% | +13.8% | +13.7% |
| 30D | -21.3% | +5.7% | -27.0% | -20.9% |
| 3M | -44.7% | -2.8% | -42.0% | -44.8% |
| 6M | -49.2% | +7.0% | -56.1% | -49.0% |
| YTD | -56.1% | +6.8% | -62.9% | -56.0% |
| 1Y | -61.1% | -0.5% | -60.7% | -61.1% |
| 3Y | +1,511.0% | +47.2% | +1,463.8% | +1,589.2% |
| 5Y | +16.6% | +2.3% | +14.3% | +7.5% |
| All | +13.0% | +2.5% | +10.5% | +5.1% |
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