-5.8%
QBTS vs EW
+24.3%
-30.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | -10.5% | +4.9% | -15.4% | -11.5% |
| 30D | -20.5% | +23.9% | -44.5% | -24.7% |
| 3M | -54.3% | +15.8% | -70.0% | -56.0% |
| 6M | -55.4% | +31.7% | -87.1% | -58.6% |
| YTD | -63.4% | +25.7% | -89.1% | -65.7% |
| 1Y | -59.1% | +24.4% | -83.6% | -61.5% |
| 3Y | +1,216.8% | +65.9% | +1,150.9% | +1,003.7% |
| 5Y | -2.6% | -7.6% | +5.0% | -14.6% |
| All | -5.8% | +24.3% | -30.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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