-5.8%
QBTS vs EWZ
+32.1%
-37.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.4% |
| 7D | -10.5% | +0.8% | -11.2% | -10.6% |
| 30D | -20.5% | -24.4% | +3.8% | -13.0% |
| 3M | -54.3% | -4.6% | -49.7% | -54.4% |
| 6M | -55.4% | -11.6% | -43.8% | -54.1% |
| YTD | -63.4% | +2.4% | -65.8% | -63.7% |
| 1Y | -59.1% | +2.1% | -61.2% | -59.4% |
| 3Y | +1,216.8% | +18.7% | +1,198.1% | +1,147.5% |
| 5Y | -2.6% | +54.2% | -56.8% | -5.1% |
| All | -5.8% | +32.1% | -37.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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