-5.8%
QBTS vs EVRG
+102.2%
-108.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.7% |
| 7D | -10.5% | +1.4% | -11.9% | -10.1% |
| 30D | -20.5% | +7.4% | -27.9% | -18.8% |
| 3M | -54.3% | +7.2% | -61.5% | -53.3% |
| 6M | -55.4% | +9.5% | -64.9% | -54.2% |
| YTD | -63.4% | +25.6% | -89.0% | -61.3% |
| 1Y | -59.1% | +20.4% | -79.5% | -57.0% |
| 3Y | +1,216.8% | +108.8% | +1,108.0% | +1,409.4% |
| 5Y | -2.6% | +68.0% | -70.6% | +6.9% |
| All | -5.8% | +102.2% | -108.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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