+68.7%
QBTS vs IRM
+388.0%
-319.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | +3.8% | +3.0% | +0.8% | +2.4% |
| 30D | -15.2% | -5.2% | -10.0% | -13.1% |
| 3M | -27.2% | -8.0% | -19.2% | -24.3% |
| 6M | -10.1% | +9.2% | -19.2% | -11.7% |
| YTD | -34.5% | +41.0% | -75.5% | -41.3% |
| 1Y | +6.0% | +23.3% | -17.2% | -0.2% |
| 3Y | +1,779.3% | +102.8% | +1,676.4% | +1,609.0% |
| 5Y | +75.4% | +192.8% | -117.4% | +67.3% |
| All | +68.7% | +388.0% | -319.3% | +59.2% |
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