+5.2%
QBTS vs IBB
+45.1%
-39.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.7% | +16.3% | +16.4% |
| 7D | +0.3% | -1.8% | +2.1% | +2.7% |
| 30D | -29.8% | +5.1% | -34.9% | -32.4% |
| 3M | -45.0% | +10.7% | -55.7% | -49.6% |
| 6M | -55.2% | +22.9% | -78.1% | -62.7% |
| YTD | -59.2% | +26.7% | -85.9% | -66.5% |
| 1Y | -62.4% | +35.1% | -97.5% | -70.6% |
| 3Y | +1,264.0% | +80.2% | +1,183.8% | +825.6% |
| 5Y | +8.8% | +37.8% | -29.1% | -21.9% |
| All | +5.2% | +45.1% | -39.9% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling