-5.8%
QBTS vs IAU
+108.2%
-114.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -10.5% | -4.6% | -5.9% | -8.1% |
| 30D | -20.5% | -5.4% | -15.1% | -18.1% |
| 3M | -54.3% | -10.9% | -43.4% | -51.3% |
| 6M | -55.4% | -17.4% | -38.1% | -51.1% |
| YTD | -63.4% | -10.2% | -53.2% | -59.6% |
| 1Y | -59.1% | -7.1% | -52.1% | -55.0% |
| 3Y | +1,216.8% | +97.7% | +1,119.1% | +1,360.2% |
| 5Y | -2.6% | +105.3% | -107.9% | +9.9% |
| All | -5.8% | +108.2% | -114.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling