-10.8%
QBTS vs ES
+6.1%
-16.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.1% | -14.9% | -12.7% |
| 7D | -21.7% | +5.9% | -27.6% | -21.4% |
| 30D | -42.7% | +10.2% | -52.9% | -42.3% |
| 3M | -57.7% | +0.4% | -58.1% | -57.6% |
| 6M | -58.0% | +6.9% | -64.9% | -57.8% |
| YTD | -65.4% | +10.5% | -75.9% | -65.2% |
| 1Y | -70.8% | +3.2% | -74.0% | -70.8% |
| 3Y | +930.8% | +49.0% | +881.7% | +975.9% |
| 5Y | -7.8% | +4.5% | -12.3% | -14.8% |
| All | -10.8% | +6.1% | -16.9% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling