+227.2%
IONQ vs QBTS
+9.8%
+217.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.4% | +0.9% | +5.7% |
| 7D | +25.5% | +13.7% | +11.8% | +20.7% |
| 30D | -11.4% | -21.3% | +9.9% | -2.4% |
| 3M | -20.5% | -44.7% | +24.3% | -0.5% |
| 6M | -28.2% | -49.2% | +21.0% | -7.5% |
| YTD | -21.2% | -56.1% | +34.9% | +7.9% |
| 1Y | -40.4% | -61.1% | +20.7% | -14.9% |
| 3Y | +214.7% | +1,511.0% | -1,296.3% | +53.7% |
| 5Y | +56.9% | +16.6% | +40.3% | -32.9% |
| All | +227.2% | +9.8% | +217.5% | +50.8% |
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 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