+68.7%
QBTS vs IOVA
-83.0%
+151.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.6% |
| 7D | +3.8% | -2.2% | +6.0% | +4.2% |
| 30D | -15.2% | +31.7% | -46.9% | -19.5% |
| 3M | -27.2% | +117.3% | -144.5% | -38.5% |
| 6M | -10.1% | +55.8% | -65.9% | -20.0% |
| YTD | -34.5% | +208.8% | -243.3% | -48.8% |
| 1Y | +6.0% | +255.7% | -249.7% | -20.1% |
| 3Y | +1,779.3% | +41.7% | +1,737.6% | +1,408.2% |
| 5Y | +75.4% | -64.9% | +140.3% | +45.3% |
| All | +68.7% | -83.0% | +151.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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