+1,455.6%
QBTS vs ETHA
-27.9%
+1,483.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -1.4% |
| 7D | +1.3% | +3.5% | -2.1% | -1.1% |
| 30D | -19.0% | +35.3% | -54.3% | -35.7% |
| 3M | -29.5% | +50.9% | -80.3% | -48.1% |
| 6M | -11.2% | +22.1% | -33.3% | -23.6% |
| YTD | -35.8% | -14.6% | -21.2% | -29.9% |
| 1Y | +1.7% | -42.8% | +44.5% | +44.9% |
| All | +1,455.6% | -27.9% | +1,483.5% | +1,454.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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