-69.4%
QBTS vs IRE
-97.8%
+28.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.5% | +5.9% | -4.0% |
| 7D | +8.7% | +11.1% | -2.4% | +4.9% |
| 30D | -26.5% | -75.2% | +48.7% | -1.0% |
| 3M | -52.6% | -86.4% | +33.8% | -27.9% |
| 6M | -56.0% | -94.8% | +38.9% | -23.6% |
| YTD | -62.4% | -93.3% | +30.9% | -50.3% |
| 1Y | -62.7% | -97.5% | +34.8% | -40.8% |
| All | -69.4% | -97.8% | +28.4% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling