+74.1%
QBTS vs EWZ
+58.3%
+15.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +5.8% |
| 7D | +6.8% | +5.6% | +1.3% | +4.6% |
| 30D | -14.9% | +9.3% | -24.1% | -17.8% |
| 3M | -31.6% | +15.7% | -47.3% | -35.3% |
| 6M | -4.9% | +7.4% | -12.4% | -6.8% |
| YTD | -32.4% | +22.7% | -55.1% | -36.2% |
| 1Y | +14.6% | +36.4% | -21.8% | +5.3% |
| 3Y | +1,839.6% | +50.4% | +1,789.2% | +1,649.0% |
| 5Y | +81.2% | +67.6% | +13.6% | +68.5% |
| All | +74.1% | +58.3% | +15.8% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling