+63.3%
QBTS vs IEF
-10.2%
+73.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -22.5% | -0.8% | -21.7% | -22.3% |
| 3M | -40.0% | -1.0% | -39.0% | -39.8% |
| 6M | -12.3% | -2.8% | -9.6% | -12.1% |
| YTD | -36.6% | -1.5% | -35.1% | -36.4% |
| 1Y | +8.4% | -0.4% | +8.9% | +8.6% |
| 3Y | +1,380.4% | +9.7% | +1,370.7% | +1,316.7% |
| 5Y | +69.7% | -8.3% | +78.0% | +69.5% |
| All | +63.3% | -10.2% | +73.5% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling