+74.1%
QBTS vs ESTC
-38.3%
+112.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.3% | +7.6% |
| 7D | +6.8% | -4.3% | +11.1% | +8.0% |
| 30D | -14.9% | +17.7% | -32.6% | -20.0% |
| 3M | -31.6% | +42.3% | -73.9% | -39.2% |
| 6M | -4.9% | +64.6% | -69.5% | -19.5% |
| YTD | -32.4% | +17.2% | -49.6% | -37.3% |
| 1Y | +14.6% | -4.2% | +18.8% | +11.7% |
| 3Y | +1,839.6% | +13.5% | +1,826.1% | +1,744.8% |
| 5Y | +81.2% | -45.5% | +126.8% | +73.0% |
| All | +74.1% | -38.3% | +112.3% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling