+125.1%
IVV vs QBTS
-4.0%
+129.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.6% | +7.3% | -0.1% |
| 7D | +3.3% | +8.7% | -5.4% | +3.0% |
| 30D | -2.7% | -26.5% | +23.8% | -2.0% |
| 3M | -1.7% | -52.6% | +50.9% | +0.1% |
| 6M | +3.2% | -56.0% | +59.1% | +4.8% |
| YTD | +12.0% | -62.4% | +74.4% | +13.7% |
| 1Y | +12.1% | -62.7% | +74.8% | +13.7% |
| 3Y | +78.6% | +1,266.7% | -1,188.0% | +63.2% |
| 5Y | +73.8% | +0.2% | +73.6% | +54.5% |
| All | +125.1% | -4.0% | +129.1% | +104.1% |
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