-3.1%
QBTS vs ETR
+166.3%
-169.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | +8.7% | +1.5% | +7.2% | +8.7% |
| 30D | -26.5% | +6.6% | -33.1% | -26.6% |
| 3M | -52.6% | +4.4% | -57.0% | -52.6% |
| 6M | -56.0% | -0.3% | -55.7% | -56.0% |
| YTD | -62.4% | +23.3% | -85.7% | -62.8% |
| 1Y | -62.7% | +18.9% | -81.6% | -63.1% |
| 3Y | +1,266.7% | +155.5% | +1,111.2% | +1,430.0% |
| 5Y | +0.2% | +159.9% | -159.7% | +12.3% |
| All | -3.1% | +166.3% | -169.3% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling