+63.3%
QBTS vs IOVA
-82.2%
+145.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.6% |
| 7D | -2.4% | +9.7% | -12.2% | -3.9% |
| 30D | -22.5% | +102.5% | -125.0% | -33.1% |
| 3M | -40.0% | +100.7% | -140.7% | -48.5% |
| 6M | -12.3% | +106.3% | -118.7% | -25.7% |
| YTD | -36.6% | +222.0% | -258.6% | -50.8% |
| 1Y | +8.4% | +299.5% | -291.1% | -20.0% |
| 3Y | +1,380.4% | +42.9% | +1,337.4% | +1,083.5% |
| 5Y | +69.7% | -65.0% | +134.7% | +39.8% |
| All | +63.3% | -82.2% | +145.6% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling