+81.2%
QBTS vs IRM
+192.5%
-111.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +6.9% |
| 7D | +6.8% | +1.6% | +5.2% | +5.9% |
| 30D | -14.9% | -4.2% | -10.7% | -13.0% |
| 3M | -31.6% | -5.4% | -26.2% | -29.5% |
| 6M | -4.9% | +12.0% | -17.0% | -8.2% |
| YTD | -32.4% | +42.0% | -74.5% | -41.1% |
| 1Y | +14.6% | +29.9% | -15.3% | +4.4% |
| 3Y | +1,839.6% | +104.4% | +1,735.3% | +1,609.9% |
| 5Y | +81.2% | +191.0% | -109.8% | +71.4% |
| All | +81.2% | +192.5% | -111.3% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling