+1,457.0%
QBTS vs IJR
+51.3%
+1,405.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -0.9% |
| 7D | -1.0% | -2.3% | +1.4% | +3.7% |
| 30D | -17.6% | -4.7% | -13.0% | -9.1% |
| 3M | -28.3% | +2.1% | -30.5% | -30.1% |
| 6M | -11.2% | +13.9% | -25.1% | -28.0% |
| YTD | -36.3% | +18.2% | -54.5% | -51.5% |
| 1Y | +3.9% | +21.8% | -18.0% | -24.0% |
| All | +1,457.0% | +51.3% | +1,405.8% | +537.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling