+3.3%
QBTS vs IOVA
-83.7%
+86.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -8.4% |
| 7D | +1.1% | -8.5% | +9.6% | +2.8% |
| 30D | -28.1% | -44.7% | +16.7% | -21.7% |
| 3M | -48.1% | +26.2% | -74.3% | -51.6% |
| 6M | -53.6% | +123.2% | -176.8% | -61.9% |
| YTD | -59.9% | +196.0% | -255.9% | -69.2% |
| 1Y | -64.3% | +240.9% | -305.2% | -73.2% |
| 3Y | +1,355.6% | +103.5% | +1,252.0% | +1,014.5% |
| 5Y | +6.6% | -65.5% | +72.1% | -13.3% |
| All | +3.3% | -83.7% | +86.9% | -9.3% |
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