+1.7%
QBTS vs IEFA
+18.9%
-17.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -1.8% |
| 7D | +1.3% | -1.6% | +2.9% | +5.5% |
| 30D | -19.0% | -1.5% | -17.5% | -15.4% |
| 3M | -29.5% | +3.4% | -32.9% | -34.1% |
| 6M | -11.2% | +9.5% | -20.6% | -24.7% |
| YTD | -35.8% | +13.0% | -48.8% | -50.6% |
| 1Y | +1.7% | +18.0% | -16.3% | -28.6% |
| All | +1.7% | +18.9% | -17.2% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling