+4.9%
QBTS vs EW
+22.7%
-17.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | +2.6% | +6.5% | -3.9% | +1.0% |
| 30D | -22.5% | +22.5% | -45.0% | -26.4% |
| 3M | -47.4% | +13.0% | -60.3% | -49.0% |
| 6M | -55.7% | +37.1% | -92.8% | -59.3% |
| YTD | -59.3% | +24.1% | -83.4% | -61.7% |
| 1Y | -63.3% | +24.2% | -87.5% | -65.4% |
| 3Y | +1,379.2% | +64.8% | +1,314.4% | +1,142.1% |
| 5Y | +8.3% | -7.4% | +15.8% | -4.7% |
| All | +4.9% | +22.7% | -17.8% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling