+68.7%
QBTS vs IEMG
+60.7%
+7.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | +3.8% | +1.6% | +2.2% | +1.6% |
| 30D | -15.2% | +4.6% | -19.8% | -19.8% |
| 3M | -27.2% | +4.8% | -32.1% | -30.5% |
| 6M | -10.1% | +16.8% | -26.9% | -22.8% |
| YTD | -34.5% | +24.8% | -59.4% | -47.5% |
| 1Y | +6.0% | +34.3% | -28.3% | -20.6% |
| 3Y | +1,779.3% | +87.0% | +1,692.3% | +1,012.6% |
| 5Y | +75.4% | +49.9% | +25.5% | +6.7% |
| All | +68.7% | +60.7% | +7.9% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling