+63.3%
QBTS vs IAU
+138.3%
-74.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -22.5% | +4.4% | -26.9% | -23.8% |
| 3M | -40.0% | -1.1% | -39.0% | -39.6% |
| 6M | -12.3% | -13.7% | +1.4% | -8.0% |
| YTD | -36.6% | +2.7% | -39.3% | -34.6% |
| 1Y | +8.4% | +24.6% | -16.2% | +10.9% |
| 3Y | +1,380.4% | +126.8% | +1,253.5% | +1,432.8% |
| 5Y | +69.7% | +139.5% | -69.8% | +78.6% |
| All | +63.3% | +138.3% | -74.9% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling