+74.1%
QBTS vs IJR
+75.9%
-1.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +7.4% |
| 7D | +6.8% | +0.9% | +5.9% | +5.6% |
| 30D | -14.9% | -3.1% | -11.7% | -11.5% |
| 3M | -31.6% | +4.4% | -36.0% | -34.2% |
| 6M | -4.9% | +16.1% | -21.1% | -17.2% |
| YTD | -32.4% | +20.6% | -53.0% | -43.0% |
| 1Y | +14.6% | +22.9% | -8.3% | -4.2% |
| 3Y | +1,839.6% | +55.2% | +1,784.4% | +1,304.2% |
| 5Y | +81.2% | +41.1% | +40.1% | +34.7% |
| All | +74.1% | +75.9% | -1.8% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling