+65.5%
QBTS vs EVRG
+85.9%
-20.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -19.0% | -1.2% | -17.8% | -19.2% |
| 3M | -29.5% | -0.6% | -28.9% | -29.5% |
| 6M | -11.2% | +2.4% | -13.6% | -10.4% |
| YTD | -35.8% | +15.5% | -51.2% | -33.6% |
| 1Y | +1.7% | +16.8% | -15.1% | +5.4% |
| 3Y | +1,470.1% | +75.0% | +1,395.1% | +1,607.4% |
| 5Y | +72.3% | +49.3% | +23.0% | +84.7% |
| All | +65.5% | +85.9% | -20.4% | +77.9% |
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