+75.4%
IVV vs QBTS
+1,081.4%
-1,006.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +18.0% | -17.7% | -0.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -5.4% | -29.8% | +24.5% | -4.3% |
| 3M | -4.1% | -45.0% | +40.9% | -2.2% |
| 6M | +0.7% | -55.2% | +55.9% | +2.8% |
| YTD | +8.7% | -59.2% | +67.9% | +10.7% |
| 1Y | +11.0% | -62.4% | +73.4% | +12.9% |
| 3Y | +75.4% | +1,264.0% | -1,188.6% | +52.5% |
| All | +75.4% | +1,081.4% | -1,006.0% | +52.5% |
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