+13.0%
QBTS vs IBB
+49.1%
-36.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +4.8% |
| 7D | +13.7% | +2.7% | +11.0% | +11.7% |
| 30D | -21.3% | +6.3% | -27.6% | -24.9% |
| 3M | -44.7% | +11.1% | -55.8% | -49.6% |
| 6M | -49.2% | +29.2% | -78.4% | -59.7% |
| YTD | -56.1% | +30.2% | -86.4% | -64.9% |
| 1Y | -61.1% | +39.5% | -100.6% | -70.4% |
| 3Y | +1,511.0% | +92.3% | +1,418.6% | +950.2% |
| 5Y | +16.6% | +43.0% | -26.4% | -18.4% |
| All | +13.0% | +49.1% | -36.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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