+64.1%
QBTS vs ETR
+151.5%
-87.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.6% |
| 7D | -1.0% | -1.9% | +1.0% | -0.9% |
| 30D | -17.6% | -0.2% | -17.5% | -17.6% |
| 3M | -28.3% | -3.7% | -24.6% | -28.3% |
| 6M | -11.2% | +2.1% | -13.3% | -11.4% |
| YTD | -36.3% | +16.5% | -52.8% | -36.9% |
| 1Y | +3.9% | +22.5% | -18.7% | +3.2% |
| 3Y | +1,728.8% | +144.7% | +1,584.1% | +1,952.4% |
| 5Y | +70.9% | +125.2% | -54.3% | +92.0% |
| All | +64.1% | +151.5% | -87.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling