-59.1%
QBTS vs IRM
+20.8%
-79.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.0% |
| 7D | -10.5% | +6.8% | -17.3% | -17.1% |
| 30D | -20.5% | +2.6% | -23.1% | -22.7% |
| 3M | -54.3% | -9.5% | -44.8% | -48.7% |
| 6M | -55.4% | -8.5% | -46.9% | -50.4% |
| YTD | -63.4% | +40.3% | -103.7% | -76.7% |
| 1Y | -59.1% | +28.7% | -87.8% | -70.1% |
| All | -59.1% | +20.8% | -79.9% | -70.1% |
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 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