+65.5%
QBTS vs IEF
-11.4%
+76.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.3% | -1.3% | +2.7% | +1.7% |
| 30D | -19.0% | -1.7% | -17.3% | -18.6% |
| 3M | -29.5% | -2.5% | -26.9% | -29.0% |
| 6M | -11.2% | -3.3% | -7.9% | -10.6% |
| YTD | -35.8% | -2.8% | -32.9% | -35.3% |
| 1Y | +1.7% | -2.7% | +4.4% | +2.4% |
| 3Y | +1,470.1% | +8.9% | +1,461.2% | +1,407.2% |
| 5Y | +72.3% | -9.4% | +81.7% | +72.7% |
| All | +65.5% | -11.4% | +76.9% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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