+63.3%
QBTS vs IRM
+394.9%
-331.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -2.2% |
| 7D | -2.4% | -0.5% | -2.0% | -2.2% |
| 30D | -22.5% | -8.1% | -14.4% | -19.4% |
| 3M | -40.0% | -9.7% | -30.3% | -37.1% |
| 6M | -12.3% | +10.0% | -22.3% | -14.2% |
| YTD | -36.6% | +43.0% | -79.6% | -43.5% |
| 1Y | +8.4% | +32.7% | -24.2% | -0.1% |
| 3Y | +1,380.4% | +102.7% | +1,277.6% | +1,236.2% |
| 5Y | +69.7% | +187.6% | -117.9% | +60.8% |
| All | +63.3% | +394.9% | -331.6% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling