-63.3%
QBTS vs IRM
+12.7%
-76.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | -0.1% |
| 7D | +2.6% | -5.3% | +7.9% | +9.6% |
| 30D | -22.5% | -2.3% | -20.2% | -19.8% |
| 3M | -47.4% | -7.4% | -39.9% | -42.3% |
| 6M | -55.7% | -12.2% | -43.5% | -47.9% |
| YTD | -59.3% | +38.6% | -97.9% | -74.8% |
| 1Y | -63.3% | +14.9% | -78.2% | -67.4% |
| All | -63.3% | +12.7% | -76.0% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling