-5.8%
QBTS vs ESI
+129.3%
-135.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -10.5% | +5.5% | -16.0% | -13.3% |
| 30D | -20.5% | -7.8% | -12.8% | -16.1% |
| 3M | -54.3% | -15.0% | -39.2% | -49.4% |
| 6M | -55.4% | -24.9% | -30.5% | -47.2% |
| YTD | -63.4% | +33.2% | -96.7% | -69.7% |
| 1Y | -59.1% | +24.9% | -84.1% | -64.7% |
| 3Y | +1,216.8% | +77.8% | +1,139.1% | +918.4% |
| 5Y | -2.6% | +37.1% | -39.8% | -23.6% |
| All | -5.8% | +129.3% | -135.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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