+13.0%
QBTS vs ESTC
-37.0%
+50.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +5.9% |
| 7D | +13.7% | -1.2% | +14.9% | +14.4% |
| 30D | -21.3% | -8.1% | -13.2% | -18.8% |
| 3M | -44.7% | +20.2% | -64.9% | -48.1% |
| 6M | -49.2% | +72.7% | -121.9% | -57.2% |
| YTD | -56.1% | +19.6% | -75.8% | -59.3% |
| 1Y | -61.1% | +0.3% | -61.4% | -62.1% |
| 3Y | +1,511.0% | +22.8% | +1,488.2% | +1,419.8% |
| 5Y | +16.6% | -50.9% | +67.4% | +12.2% |
| All | +13.0% | -37.0% | +50.0% | +8.7% |
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