+49.3%
IGV vs QBTS
-4.0%
+53.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -0.4% |
| 7D | +2.5% | +8.7% | -6.3% | +1.9% |
| 30D | -8.6% | -26.5% | +17.9% | -7.3% |
| 3M | -1.6% | -52.6% | +51.0% | +1.8% |
| 6M | +13.4% | -56.0% | +69.4% | +17.0% |
| YTD | -4.0% | -62.4% | +58.4% | -1.0% |
| 1Y | -7.6% | -62.7% | +55.1% | -5.0% |
| 3Y | +39.3% | +1,266.7% | -1,227.4% | +19.5% |
| 5Y | +14.5% | +0.2% | +14.3% | -3.0% |
| All | +49.3% | -4.0% | +53.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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