+1,470.1%
QBTS vs IEMG
+83.7%
+1,386.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | -1.7% |
| 7D | +1.3% | -1.3% | +2.6% | +4.1% |
| 30D | -19.0% | +1.9% | -20.9% | -21.9% |
| 3M | -29.5% | +1.4% | -30.9% | -30.8% |
| 6M | -11.2% | +15.2% | -26.3% | -32.5% |
| YTD | -35.8% | +23.8% | -59.6% | -58.7% |
| 1Y | +1.7% | +30.7% | -29.0% | -41.1% |
| 3Y | +1,470.1% | +83.3% | +1,386.8% | +313.6% |
| All | +1,470.1% | +83.7% | +1,386.4% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 3y: compounded portfolio wealth divided by compounded IEMG 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…
3y analysis · Full analysis span regression · 6 months rolling