+54.4%
IWM vs QBTS
+4.2%
+50.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.0% | -17.0% | +0.2% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -1.5% | -29.8% | +28.4% | 0.0% |
| 3M | -8.0% | -45.0% | +37.0% | -5.8% |
| 6M | -4.1% | -55.2% | +51.1% | -1.6% |
| YTD | +11.9% | -59.2% | +71.1% | +14.6% |
| 1Y | +15.0% | -62.4% | +77.4% | +17.7% |
| 3Y | +64.2% | +1,264.0% | -1,199.8% | +40.2% |
| 5Y | +20.4% | +8.8% | +11.6% | -0.9% |
| All | +54.4% | +4.2% | +50.2% | +37.8% |
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