+65.5%
QBTS vs INVH
+13.5%
+52.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.3% | -3.0% | +4.3% | +1.6% |
| 30D | -19.0% | -7.5% | -11.5% | -18.5% |
| 3M | -29.5% | -5.5% | -23.9% | -29.3% |
| 6M | -11.2% | +11.7% | -22.9% | -12.9% |
| YTD | -35.8% | +1.3% | -37.1% | -36.3% |
| 1Y | +1.7% | -6.1% | +7.8% | +2.0% |
| 3Y | +1,470.1% | -9.8% | +1,479.9% | +1,457.0% |
| 5Y | +72.3% | -19.7% | +92.0% | +69.3% |
| All | +65.5% | +13.5% | +52.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling