+215.4%
IONQ vs QBTS
+1.9%
+213.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.2% |
| 7D | +15.3% | +2.6% | +12.7% | +14.8% |
| 30D | -6.1% | -22.5% | +16.4% | +3.8% |
| 3M | -21.6% | -47.4% | +25.8% | -0.4% |
| 6M | -40.1% | -55.7% | +15.6% | -19.4% |
| YTD | -24.1% | -59.3% | +35.2% | +6.6% |
| 1Y | -37.4% | -63.3% | +25.9% | -8.9% |
| 3Y | +219.5% | +1,379.2% | -1,159.7% | +60.3% |
| 5Y | +76.9% | +8.3% | +68.6% | -22.5% |
| All | +215.4% | +1.9% | +213.5% | +49.0% |
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