-65.1%
QBTS vs ESTC
+1.6%
-66.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -11.8% | -15.9% | +4.0% | -4.9% |
| 30D | -33.6% | -5.5% | -28.1% | -31.8% |
| 3M | -52.5% | +26.2% | -78.7% | -58.3% |
| 6M | -50.4% | +77.0% | -127.4% | -63.5% |
| YTD | -60.3% | +18.9% | -79.2% | -65.1% |
| 1Y | -65.1% | +1.3% | -66.4% | -66.5% |
| All | -65.1% | +1.6% | -66.6% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling