+74.1%
QBTS vs IFF
-11.0%
+85.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.8% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | -14.9% | -0.3% | -14.6% | -14.9% |
| 3M | -31.6% | +18.6% | -50.1% | -34.8% |
| 6M | -4.9% | +17.4% | -22.3% | -9.0% |
| YTD | -32.4% | +28.5% | -60.9% | -36.8% |
| 1Y | +14.6% | +32.5% | -17.9% | +5.8% |
| 3Y | +1,839.6% | +34.1% | +1,805.6% | +1,740.6% |
| 5Y | +81.2% | -35.2% | +116.4% | +72.4% |
| All | +74.1% | -11.0% | +85.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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