+65.5%
QBTS vs EWJ
+70.7%
-5.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.9% |
| 7D | +1.3% | +0.3% | +1.0% | +0.9% |
| 30D | -19.0% | +0.8% | -19.8% | -19.6% |
| 3M | -29.5% | +7.5% | -37.0% | -34.6% |
| 6M | -11.2% | +15.6% | -26.7% | -22.8% |
| YTD | -35.8% | +22.7% | -58.5% | -47.3% |
| 1Y | +1.7% | +26.4% | -24.7% | -18.8% |
| 3Y | +1,470.1% | +72.5% | +1,397.6% | +852.6% |
| 5Y | +72.3% | +52.4% | +19.9% | +5.3% |
| All | +65.5% | +70.7% | -5.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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