-65.1%
QBTS vs IJR
+24.2%
-89.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -3.4% |
| 7D | -11.8% | +2.3% | -14.1% | -17.1% |
| 30D | -33.6% | +2.8% | -36.4% | -38.3% |
| 3M | -52.5% | -4.6% | -47.8% | -45.5% |
| 6M | -50.4% | +5.7% | -56.0% | -55.4% |
| YTD | -60.3% | +19.9% | -80.2% | -73.4% |
| 1Y | -65.1% | +24.2% | -89.3% | -78.5% |
| All | -65.1% | +24.2% | -89.3% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling