+21.2%
IGV vs QBTS
+77.0%
-55.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -1.5% | +3.8% | -5.4% | -1.7% |
| 30D | -3.0% | -15.2% | +12.2% | -2.3% |
| 3M | +9.6% | -27.2% | +36.8% | +10.8% |
| 6M | +16.1% | -10.1% | +26.2% | +15.5% |
| YTD | -3.6% | -34.5% | +30.9% | -3.1% |
| 1Y | -7.8% | +6.0% | -13.9% | -9.7% |
| 3Y | +40.0% | +1,779.3% | -1,739.3% | +17.9% |
| 5Y | +21.2% | +75.4% | -54.2% | -4.8% |
| All | +21.2% | +77.0% | -55.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling