+1,485.2%
QBTS vs ETHA
-30.1%
+1,515.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | +3.8% | +2.9% | +0.9% | +1.7% |
| 30D | -15.2% | +31.4% | -46.6% | -31.3% |
| 3M | -27.2% | +48.9% | -76.1% | -46.0% |
| 6M | -10.1% | +20.9% | -31.0% | -22.1% |
| YTD | -34.5% | -17.2% | -17.4% | -27.0% |
| 1Y | +6.0% | -42.8% | +48.8% | +51.4% |
| All | +1,485.2% | -30.1% | +1,515.3% | +1,519.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling