+65.5%
QBTS vs EWZ
+56.6%
+8.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +1.3% | +0.9% | +0.5% | +1.0% |
| 30D | -19.0% | +12.8% | -31.8% | -22.7% |
| 3M | -29.5% | +10.8% | -40.2% | -32.1% |
| 6M | -11.2% | +2.5% | -13.7% | -11.5% |
| YTD | -35.8% | +21.4% | -57.1% | -39.1% |
| 1Y | +1.7% | +32.8% | -31.1% | -5.8% |
| 3Y | +1,470.1% | +45.2% | +1,424.9% | +1,319.2% |
| 5Y | +72.3% | +63.0% | +9.3% | +61.0% |
| All | +65.5% | +56.6% | +8.9% | +55.8% |
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