+68.7%
QBTS vs ITOT
+114.6%
-45.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.3% |
| 7D | +3.8% | -0.4% | +4.2% | +4.4% |
| 30D | -15.2% | -1.6% | -13.6% | -12.9% |
| 3M | -27.2% | +3.5% | -30.8% | -29.8% |
| 6M | -10.1% | +13.1% | -23.2% | -21.5% |
| YTD | -34.5% | +12.7% | -47.3% | -42.0% |
| 1Y | +6.0% | +18.3% | -12.3% | -10.0% |
| 3Y | +1,779.3% | +76.4% | +1,702.9% | +1,072.9% |
| 5Y | +75.4% | +73.8% | +1.7% | +10.4% |
| All | +68.7% | +114.6% | -45.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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