+1,457.0%
QBTS vs IEF
+9.2%
+1,447.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -17.6% | -1.5% | -16.2% | -17.0% |
| 3M | -28.3% | -1.7% | -26.7% | -27.6% |
| 6M | -11.2% | -3.5% | -7.7% | -10.5% |
| YTD | -36.3% | -2.6% | -33.7% | -35.6% |
| 1Y | +3.9% | -2.4% | +6.3% | +5.1% |
| All | +1,457.0% | +9.2% | +1,447.8% | +1,084.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling