+1,255.4%
QBTS vs ETR
+155.5%
+1,099.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | +8.7% | +1.5% | +7.2% | +8.3% |
| 30D | -26.5% | +6.6% | -33.1% | -27.6% |
| 3M | -52.6% | +4.4% | -57.0% | -53.1% |
| 6M | -56.0% | -0.3% | -55.7% | -56.0% |
| YTD | -62.4% | +23.3% | -85.7% | -65.1% |
| 1Y | -62.7% | +18.9% | -81.6% | -65.0% |
| All | +1,255.4% | +155.5% | +1,099.9% | +1,065.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling