+72.0%
QBTS vs IBKR
+495.5%
-423.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | -0.8% |
| 7D | +1.3% | -1.3% | +2.7% | +2.3% |
| 30D | -19.0% | -0.2% | -18.8% | -18.8% |
| 3M | -29.5% | +3.0% | -32.4% | -30.8% |
| 6M | -11.2% | +33.9% | -45.0% | -26.2% |
| YTD | -35.8% | +42.5% | -78.3% | -47.9% |
| 1Y | +1.7% | +44.9% | -43.2% | -16.6% |
| 3Y | +1,470.1% | +293.0% | +1,177.1% | +801.6% |
| All | +72.0% | +495.5% | -423.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 5y: compounded portfolio wealth divided by compounded IBKR 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…
5y analysis · Full analysis span regression · 6 months rolling