+65.5%
QBTS vs IEFA
+76.6%
-11.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.5% |
| 7D | +1.3% | -1.6% | +2.9% | +3.5% |
| 30D | -19.0% | -1.5% | -17.5% | -17.0% |
| 3M | -29.5% | +3.4% | -32.9% | -31.8% |
| 6M | -11.2% | +9.5% | -20.6% | -18.6% |
| YTD | -35.8% | +13.0% | -48.8% | -42.9% |
| 1Y | +1.7% | +18.0% | -16.3% | -13.6% |
| 3Y | +1,470.1% | +65.4% | +1,404.7% | +919.7% |
| 5Y | +72.3% | +51.6% | +20.7% | +17.0% |
| All | +65.5% | +76.6% | -11.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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