-3.1%
QBTS vs IRM
+389.0%
-392.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.9% | -9.5% | -8.5% |
| 7D | +8.7% | +8.6% | +0.1% | +4.5% |
| 30D | -26.5% | 0.0% | -26.4% | -26.0% |
| 3M | -52.6% | -7.1% | -45.4% | -50.7% |
| 6M | -56.0% | -7.9% | -48.1% | -53.8% |
| YTD | -62.4% | +41.3% | -103.7% | -66.1% |
| 1Y | -62.7% | +20.7% | -83.5% | -64.6% |
| 3Y | +1,266.7% | +112.2% | +1,154.5% | +1,153.2% |
| 5Y | +0.2% | +191.2% | -191.0% | -4.0% |
| All | -3.1% | +389.0% | -392.1% | -8.1% |
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