+50.5%
IGV vs QBTS
+3.9%
+46.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | -1.3% | +2.6% | -3.9% | -1.5% |
| 30D | -8.1% | -22.5% | +14.4% | -7.1% |
| 3M | -1.6% | -47.4% | +45.7% | +1.2% |
| 6M | +12.7% | -55.7% | +68.4% | +16.2% |
| YTD | -3.3% | -59.3% | +56.0% | -0.6% |
| 1Y | -7.9% | -63.3% | +55.4% | -5.3% |
| 3Y | +40.3% | +1,379.2% | -1,338.8% | +19.9% |
| 5Y | +17.3% | +8.3% | +9.0% | -0.9% |
| All | +50.5% | +3.9% | +46.6% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling