+72.0%
QBTS vs IJR
+39.9%
+32.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.1% |
| 7D | +1.3% | -2.2% | +3.5% | +4.3% |
| 30D | -19.0% | -4.6% | -14.4% | -13.6% |
| 3M | -29.5% | +0.2% | -29.7% | -28.8% |
| 6M | -11.2% | +14.7% | -25.9% | -23.1% |
| YTD | -35.8% | +18.9% | -54.6% | -46.3% |
| 1Y | +1.7% | +19.9% | -18.2% | -15.0% |
| 3Y | +1,470.1% | +53.0% | +1,417.1% | +982.6% |
| All | +72.0% | +39.9% | +32.0% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling