+1,264.0%
QBTS vs ESTC
+18.0%
+1,246.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.2% | +15.8% | +16.9% |
| 7D | +0.3% | -11.5% | +11.8% | +7.0% |
| 30D | -29.8% | -7.5% | -22.3% | -26.6% |
| 3M | -45.0% | +23.1% | -68.0% | -51.6% |
| 6M | -55.2% | +75.3% | -130.5% | -67.6% |
| YTD | -59.2% | +14.1% | -73.3% | -63.5% |
| 1Y | -62.4% | -0.6% | -61.8% | -63.9% |
| 3Y | +1,264.0% | +20.8% | +1,243.2% | +1,059.7% |
| All | +1,264.0% | +18.0% | +1,246.0% | +1,059.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling