+65.5%
QBTS vs IJH
+81.1%
-15.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | -0.2% |
| 7D | +1.3% | -1.9% | +3.2% | +3.7% |
| 30D | -19.0% | -4.6% | -14.4% | -13.8% |
| 3M | -29.5% | -1.2% | -28.3% | -27.6% |
| 6M | -11.2% | +9.4% | -20.6% | -17.8% |
| YTD | -35.8% | +13.3% | -49.1% | -42.3% |
| 1Y | +1.7% | +13.4% | -11.7% | -7.5% |
| 3Y | +1,470.1% | +50.4% | +1,419.7% | +1,088.4% |
| 5Y | +72.3% | +49.0% | +23.4% | +33.4% |
| All | +65.5% | +81.1% | -15.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling