+202.0%
IONQ vs QBTS
+2.2%
+199.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +18.0% | +5.4% | +17.0% |
| 7D | +8.6% | +0.3% | +8.3% | +9.2% |
| 30D | -21.1% | -29.8% | +8.7% | -9.5% |
| 3M | -17.9% | -45.0% | +27.1% | +3.0% |
| 6M | -37.9% | -55.2% | +17.2% | -16.5% |
| YTD | -27.3% | -59.2% | +31.9% | +2.1% |
| 1Y | -43.2% | -62.4% | +19.2% | -17.9% |
| 3Y | +191.0% | +1,264.0% | -1,073.0% | +47.6% |
| 5Y | +69.3% | +8.8% | +60.5% | -25.9% |
| All | +202.0% | +2.2% | +199.8% | +42.7% |
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