+63.3%
QBTS vs ESTC
-35.9%
+99.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.1% |
| 7D | -2.4% | -8.1% | +5.7% | -0.1% |
| 30D | -22.5% | +31.7% | -54.2% | -29.5% |
| 3M | -40.0% | +41.1% | -81.1% | -46.4% |
| 6M | -12.3% | +77.1% | -89.4% | -27.3% |
| YTD | -36.6% | +21.7% | -58.3% | -41.7% |
| 1Y | +8.4% | +8.4% | +0.1% | +2.1% |
| 3Y | +1,380.4% | +23.6% | +1,356.7% | +1,286.7% |
| 5Y | +69.7% | -46.5% | +116.2% | +61.0% |
| All | +63.3% | -35.9% | +99.2% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling