+4.9%
QBTS vs IAU
+113.9%
-109.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.2% |
| 7D | +2.6% | -2.0% | +4.6% | +3.7% |
| 30D | -22.5% | -4.4% | -18.1% | -20.6% |
| 3M | -47.4% | -8.9% | -38.5% | -44.7% |
| 6M | -55.7% | -15.9% | -39.7% | -51.9% |
| YTD | -59.3% | -7.8% | -51.5% | -55.6% |
| 1Y | -63.3% | -3.8% | -59.5% | -60.2% |
| 3Y | +1,379.2% | +104.3% | +1,274.8% | +1,518.4% |
| 5Y | +8.3% | +111.2% | -102.9% | +20.5% |
| All | +4.9% | +113.9% | -109.0% | +16.6% |
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