+265.9%
IONQ vs QBTS
+58.7%
+207.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | +0.8% | -2.4% | +3.2% | +1.7% |
| 30D | -1.0% | -22.5% | +21.5% | +8.4% |
| 3M | -39.8% | -40.0% | +0.2% | -27.6% |
| 6M | +6.4% | -12.3% | +18.8% | +13.3% |
| YTD | -11.9% | -36.6% | +24.7% | +4.6% |
| 1Y | -6.2% | +8.4% | -14.6% | -4.4% |
| 3Y | +125.7% | +1,380.4% | -1,254.7% | +1.6% |
| 5Y | +296.0% | +69.7% | +226.3% | +46.0% |
| All | +265.9% | +58.7% | +207.3% | +46.3% |
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