+63.3%
QBTS vs IR
+73.4%
-10.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | -2.4% | -2.8% | +0.4% | -1.1% |
| 30D | -22.5% | -15.1% | -7.4% | -16.2% |
| 3M | -40.0% | +6.1% | -46.1% | -42.2% |
| 6M | -12.3% | -16.8% | +4.5% | -5.4% |
| YTD | -36.6% | -3.5% | -33.1% | -36.4% |
| 1Y | +8.4% | -3.5% | +11.9% | +8.8% |
| 3Y | +1,380.4% | +9.5% | +1,370.9% | +1,331.2% |
| 5Y | +69.7% | +45.1% | +24.6% | +62.9% |
| All | +63.3% | +73.4% | -10.0% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling