+49.4%
IGV vs QBTS
+63.9%
-14.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | -1.5% | -19.0% | +17.5% | -0.6% |
| 3M | +11.7% | -29.5% | +41.2% | +13.1% |
| 6M | +18.4% | -11.2% | +29.6% | +17.9% |
| YTD | -3.9% | -35.8% | +31.8% | -3.3% |
| 1Y | -9.7% | +1.7% | -11.4% | -11.4% |
| 3Y | +38.4% | +1,470.1% | -1,431.7% | +16.7% |
| 5Y | +21.6% | +72.3% | -50.7% | +0.3% |
| All | +49.4% | +63.9% | -14.5% | +24.9% |
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