+74.1%
QBTS vs IBB
+40.8%
+33.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +8.5% |
| 7D | +6.8% | -1.7% | +8.5% | +8.2% |
| 30D | -14.9% | +4.9% | -19.8% | -18.9% |
| 3M | -31.6% | +24.2% | -55.8% | -44.3% |
| 6M | -4.9% | +23.8% | -28.8% | -21.3% |
| YTD | -32.4% | +23.0% | -55.4% | -43.5% |
| 1Y | +14.6% | +46.2% | -31.6% | -15.8% |
| 3Y | +1,839.6% | +64.8% | +1,774.8% | +1,268.3% |
| 5Y | +81.2% | +20.9% | +60.3% | +34.6% |
| All | +74.1% | +40.8% | +33.3% | +30.0% |
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