+68.7%
QBTS vs INVH
+16.1%
+52.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +3.8% | -2.3% | +6.1% | +4.0% |
| 30D | -15.2% | -5.7% | -9.5% | -14.8% |
| 3M | -27.2% | -4.5% | -22.7% | -27.0% |
| 6M | -10.1% | +11.0% | -21.0% | -11.7% |
| YTD | -34.5% | +3.7% | -38.2% | -35.2% |
| 1Y | +6.0% | -2.8% | +8.9% | +5.9% |
| 3Y | +1,779.3% | -7.1% | +1,786.4% | +1,759.5% |
| 5Y | +75.4% | -19.4% | +94.8% | +71.9% |
| All | +68.7% | +16.1% | +52.6% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling