+66.6%
IWM vs QBTS
+61.8%
+4.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | -1.3% | -22.5% | +21.2% | -0.2% |
| 3M | +1.6% | -40.0% | +41.6% | +3.4% |
| 6M | +13.6% | -12.3% | +25.9% | +13.1% |
| YTD | +20.8% | -36.6% | +57.3% | +21.5% |
| 1Y | +26.4% | +8.4% | +18.0% | +23.8% |
| 3Y | +60.7% | +1,380.4% | -1,319.7% | +35.5% |
| 5Y | +38.2% | +69.7% | -31.5% | +11.6% |
| All | +66.6% | +61.8% | +4.9% | +46.0% |
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