+8.5%
QBTS vs IR
+44.3%
-35.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.4% | +16.6% | +17.3% |
| 7D | +0.3% | +3.7% | -3.4% | -1.5% |
| 30D | -29.8% | +7.4% | -37.3% | -32.5% |
| 3M | -45.0% | -5.9% | -39.0% | -43.3% |
| 6M | -55.2% | +5.6% | -60.8% | -56.9% |
| YTD | -59.2% | +4.8% | -64.0% | -61.0% |
| 1Y | -62.4% | +6.9% | -69.3% | -64.5% |
| 3Y | +1,264.0% | +27.6% | +1,236.4% | +1,114.3% |
| All | +8.5% | +44.3% | -35.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling