+1,216.8%
QBTS vs EVRG
+104.1%
+1,112.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.6% |
| 7D | -10.5% | +1.4% | -11.9% | -10.0% |
| 30D | -20.5% | +7.4% | -27.9% | -18.1% |
| 3M | -54.3% | +7.2% | -61.5% | -52.8% |
| 6M | -55.4% | +9.5% | -64.9% | -53.7% |
| YTD | -63.4% | +25.6% | -89.0% | -60.7% |
| 1Y | -59.1% | +20.4% | -79.5% | -56.3% |
| 3Y | +1,216.8% | +108.8% | +1,108.0% | +1,113.5% |
| All | +1,216.8% | +104.1% | +1,112.7% | +1,113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling