+65.5%
QBTS vs IQV
+56.4%
+9.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +1.3% | -2.2% | +3.6% | +2.1% |
| 30D | -19.0% | +8.3% | -27.3% | -21.6% |
| 3M | -29.5% | +44.6% | -74.0% | -40.9% |
| 6M | -11.2% | +52.6% | -63.7% | -27.6% |
| YTD | -35.8% | +16.1% | -51.9% | -41.1% |
| 1Y | +1.7% | +37.3% | -35.6% | -13.9% |
| 3Y | +1,470.1% | +21.6% | +1,448.5% | +1,264.2% |
| 5Y | +72.3% | +0.5% | +71.8% | +51.8% |
| All | +65.5% | +56.4% | +9.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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