+68.7%
QBTS vs IAU
+136.3%
-67.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | +3.8% | +0.2% | +3.7% | +3.7% |
| 30D | -15.2% | +0.2% | -15.4% | -15.2% |
| 3M | -27.2% | +3.3% | -30.5% | -28.1% |
| 6M | -10.1% | -14.6% | +4.5% | -5.3% |
| YTD | -34.5% | +1.9% | -36.4% | -32.2% |
| 1Y | +6.0% | +20.9% | -14.9% | +8.8% |
| 3Y | +1,779.3% | +127.5% | +1,651.8% | +1,854.8% |
| 5Y | +75.4% | +141.9% | -66.5% | +84.8% |
| All | +68.7% | +136.3% | -67.6% | +78.1% |
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