-70.3%
QBTS vs IRE
-98.1%
+27.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.4% | +11.5% | +1.0% |
| 7D | -10.5% | -31.8% | +21.4% | -1.4% |
| 30D | -20.5% | -71.8% | +51.2% | +3.7% |
| 3M | -54.3% | -88.9% | +34.6% | -26.8% |
| 6M | -55.4% | -95.4% | +39.9% | -20.6% |
| YTD | -63.4% | -94.2% | +30.8% | -49.8% |
| 1Y | -59.1% | -97.1% | +38.0% | -36.7% |
| All | -70.3% | -98.1% | +27.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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