+68.7%
QBTS vs ETR
+154.9%
-86.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -3.1% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | -15.2% | +2.0% | -17.2% | -15.3% |
| 3M | -27.2% | -1.7% | -25.5% | -27.2% |
| 6M | -10.1% | +3.6% | -13.7% | -10.4% |
| YTD | -34.5% | +18.0% | -52.6% | -35.2% |
| 1Y | +6.0% | +26.2% | -20.2% | +5.3% |
| 3Y | +1,779.3% | +148.0% | +1,631.3% | +2,008.1% |
| 5Y | +75.4% | +126.1% | -50.6% | +97.1% |
| All | +68.7% | +154.9% | -86.2% | +84.5% |
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