+74.1%
QBTS vs IEFA
+78.4%
-4.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +7.4% |
| 7D | +6.8% | +1.2% | +5.7% | +5.1% |
| 30D | -14.9% | -0.6% | -14.3% | -13.9% |
| 3M | -31.6% | +6.2% | -37.8% | -36.3% |
| 6M | -4.9% | +11.2% | -16.1% | -14.7% |
| YTD | -32.4% | +14.2% | -46.6% | -40.8% |
| 1Y | +14.6% | +20.0% | -5.4% | -4.8% |
| 3Y | +1,839.6% | +68.8% | +1,770.8% | +1,137.7% |
| 5Y | +81.2% | +52.7% | +28.6% | +21.4% |
| All | +74.1% | +78.4% | -4.3% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling