+70.9%
QBTS vs IEFA
+48.7%
+22.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.3% |
| 7D | -1.0% | -2.4% | +1.5% | +2.7% |
| 30D | -17.6% | -2.1% | -15.5% | -14.7% |
| 3M | -28.3% | +5.5% | -33.9% | -33.0% |
| 6M | -11.2% | +8.1% | -19.3% | -17.8% |
| YTD | -36.3% | +11.9% | -48.2% | -43.2% |
| 1Y | +3.9% | +18.1% | -14.2% | -13.1% |
| 3Y | +1,728.8% | +65.5% | +1,663.3% | +1,042.6% |
| 5Y | +70.9% | +50.1% | +20.8% | +12.5% |
| All | +70.9% | +48.7% | +22.2% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling