+8.4%
QBTS vs ITW
+5.8%
+2.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.5% |
| 7D | -2.4% | -3.6% | +1.1% | -3.0% |
| 30D | -22.5% | -9.1% | -13.3% | -23.6% |
| 3M | -40.0% | +8.2% | -48.2% | -39.9% |
| 6M | -12.3% | -4.8% | -7.6% | -14.6% |
| YTD | -36.6% | +11.0% | -47.6% | -34.7% |
| 1Y | +8.4% | +4.2% | +4.2% | +15.0% |
| All | +8.4% | +5.8% | +2.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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