-5.8%
QBTS vs ETR
+166.0%
-171.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -10.5% | +1.2% | -11.6% | -10.5% |
| 30D | -20.5% | +7.0% | -27.5% | -20.7% |
| 3M | -54.3% | +4.6% | -58.9% | -54.3% |
| 6M | -55.4% | +0.1% | -55.5% | -55.4% |
| YTD | -63.4% | +23.2% | -86.6% | -63.9% |
| 1Y | -59.1% | +20.6% | -79.7% | -59.6% |
| 3Y | +1,216.8% | +156.3% | +1,060.5% | +1,375.5% |
| 5Y | -2.6% | +159.6% | -162.3% | +9.1% |
| All | -5.8% | +166.0% | -171.8% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling