+128.3%
IVV vs QBTS
+61.8%
+66.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | +0.1% | -22.5% | +22.6% | +0.7% |
| 3M | +2.0% | -40.0% | +42.0% | +3.1% |
| 6M | +13.0% | -12.3% | +25.4% | +12.7% |
| YTD | +13.6% | -36.6% | +50.2% | +13.9% |
| 1Y | +20.1% | +8.4% | +11.6% | +18.4% |
| 3Y | +77.6% | +1,380.4% | -1,302.7% | +60.9% |
| 5Y | +82.5% | +69.7% | +12.8% | +60.1% |
| All | +128.3% | +61.8% | +66.5% | +104.4% |
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