+1,435.2%
QBTS vs ETHA
-30.3%
+1,465.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +0.4% |
| 7D | -2.4% | +0.8% | -3.2% | -3.1% |
| 30D | -22.5% | +27.9% | -50.4% | -36.0% |
| 3M | -40.0% | +38.3% | -78.3% | -52.8% |
| 6M | -12.3% | +14.0% | -26.3% | -21.0% |
| YTD | -36.6% | -17.4% | -19.2% | -29.1% |
| 1Y | +8.4% | -42.7% | +51.1% | +54.6% |
| All | +1,435.2% | -30.3% | +1,465.5% | +1,471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling