+70.9%
QBTS vs IEF
-9.3%
+80.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -17.6% | -1.5% | -16.2% | -17.3% |
| 3M | -28.3% | -1.7% | -26.7% | -28.0% |
| 6M | -11.2% | -3.5% | -7.7% | -10.7% |
| YTD | -36.3% | -2.6% | -33.7% | -35.9% |
| 1Y | +3.9% | -2.4% | +6.3% | +4.5% |
| 3Y | +1,728.8% | +8.9% | +1,719.8% | +1,651.3% |
| 5Y | +70.9% | -9.2% | +80.1% | +70.3% |
| All | +70.9% | -9.3% | +80.2% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling