+1,470.1%
QBTS vs ESTC
+6.9%
+1,463.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.3% | -9.2% | +10.5% | +6.0% |
| 30D | -19.0% | +8.1% | -27.1% | -24.3% |
| 3M | -29.5% | +38.5% | -67.9% | -42.2% |
| 6M | -11.2% | +57.8% | -68.9% | -32.9% |
| YTD | -35.8% | +10.5% | -46.3% | -42.1% |
| 1Y | +1.7% | -6.4% | +8.1% | -1.4% |
| 3Y | +1,470.1% | +4.7% | +1,465.4% | +1,349.8% |
| All | +1,470.1% | +6.9% | +1,463.2% | +1,349.8% |
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