-56.4%
QBTS vs IR
+13.4%
-69.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.5% | -8.0% |
| 7D | +1.1% | +1.5% | -0.5% | +0.4% |
| 30D | -28.1% | +9.0% | -37.1% | -30.3% |
| 3M | -48.1% | -0.9% | -47.2% | -47.5% |
| All | -56.4% | +13.4% | -69.8% | -59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling