+1,558.0%
QBTS vs IR
+10.0%
+1,548.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.3% |
| 7D | -2.4% | -2.8% | +0.4% | -0.4% |
| 30D | -22.5% | -15.1% | -7.4% | -12.9% |
| 3M | -40.0% | +6.1% | -46.1% | -43.5% |
| 6M | -12.3% | -16.8% | +4.5% | -1.6% |
| YTD | -36.6% | -3.5% | -33.1% | -37.3% |
| 1Y | +8.4% | -3.5% | +11.9% | +7.1% |
| All | +1,558.0% | +10.0% | +1,548.0% | +842.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling