+53.9%
IGV vs QBTS
+61.8%
-7.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -4.5% | -2.4% | -2.1% | -4.4% |
| 30D | +3.2% | -22.5% | +25.7% | +4.4% |
| 3M | +4.5% | -40.0% | +44.5% | +6.6% |
| 6M | +22.1% | -12.3% | +34.4% | +21.7% |
| YTD | -1.0% | -36.6% | +35.6% | -0.3% |
| 1Y | -2.1% | +8.4% | -10.5% | -4.2% |
| 3Y | +44.6% | +1,380.4% | -1,335.8% | +22.1% |
| 5Y | +22.2% | +69.7% | -47.5% | +0.9% |
| All | +53.9% | +61.8% | -7.9% | +28.7% |
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