-5.8%
QBTS vs IRM
+385.5%
-391.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -10.5% | +6.8% | -17.3% | -13.3% |
| 30D | -20.5% | +2.6% | -23.1% | -21.1% |
| 3M | -54.3% | -9.5% | -44.8% | -51.9% |
| 6M | -55.4% | -8.5% | -46.9% | -53.1% |
| YTD | -63.4% | +40.3% | -103.7% | -67.0% |
| 1Y | -59.1% | +28.7% | -87.8% | -61.9% |
| 3Y | +1,216.8% | +111.8% | +1,105.0% | +1,112.1% |
| 5Y | -2.6% | +189.1% | -191.8% | -6.4% |
| All | -5.8% | +385.5% | -391.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling