+78.1%
IVV vs QBTS
+1,125.6%
-1,047.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | +2.6% | -10.5% | +13.1% | +3.0% |
| 30D | -2.0% | -20.5% | +18.5% | -1.3% |
| 3M | -2.8% | -54.3% | +51.5% | -0.3% |
| 6M | +2.2% | -55.4% | +57.6% | +4.3% |
| YTD | +11.5% | -63.4% | +75.0% | +14.0% |
| 1Y | +13.5% | -59.1% | +72.6% | +15.3% |
| 3Y | +78.1% | +1,216.8% | -1,138.7% | +56.5% |
| All | +78.1% | +1,125.6% | -1,047.5% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling