+65.5%
QBTS vs EWT
+218.3%
-152.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -1.2% |
| 7D | +1.3% | -1.1% | +2.5% | +2.6% |
| 30D | -19.0% | +4.5% | -23.5% | -23.0% |
| 3M | -29.5% | +8.3% | -37.7% | -35.1% |
| 6M | -11.2% | +54.2% | -65.4% | -43.0% |
| YTD | -35.8% | +74.6% | -110.3% | -63.6% |
| 1Y | +1.7% | +84.9% | -83.2% | -44.9% |
| 3Y | +1,470.1% | +197.5% | +1,272.6% | +535.7% |
| 5Y | +72.3% | +150.6% | -78.3% | -29.1% |
| All | +65.5% | +218.3% | -152.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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