+68.7%
QBTS vs IJH
+81.4%
-12.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.1% | -1.8% |
| 7D | +3.8% | -0.7% | +4.6% | +4.8% |
| 30D | -15.2% | -3.8% | -11.4% | -10.7% |
| 3M | -27.2% | 0.0% | -27.2% | -26.4% |
| 6M | -10.1% | +8.8% | -18.8% | -16.2% |
| YTD | -34.5% | +13.5% | -48.0% | -41.3% |
| 1Y | +6.0% | +15.4% | -9.4% | -5.3% |
| 3Y | +1,779.3% | +50.9% | +1,728.3% | +1,318.5% |
| 5Y | +75.4% | +47.8% | +27.6% | +35.6% |
| All | +68.7% | +81.4% | -12.7% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling