+53.2%
IONQ vs QBTS
+0.3%
+52.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.6% | -1.8% | -6.7% |
| 7D | +16.8% | +8.7% | +8.0% | +14.0% |
| 30D | -11.1% | -26.5% | +15.3% | +0.1% |
| 3M | -31.7% | -52.6% | +20.8% | -9.9% |
| 6M | -44.8% | -56.0% | +11.2% | -25.2% |
| YTD | -31.2% | -62.4% | +31.1% | -0.6% |
| 1Y | -39.1% | -62.7% | +23.6% | -11.4% |
| 3Y | +189.5% | +1,266.7% | -1,077.2% | +50.5% |
| 5Y | +53.2% | +0.2% | +52.9% | -37.0% |
| All | +53.2% | +0.3% | +52.9% | -37.0% |
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 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