+70.9%
QBTS vs ITW
+35.1%
+35.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.8% |
| 7D | -1.0% | -2.4% | +1.4% | -0.1% |
| 30D | -17.6% | -9.5% | -8.1% | -14.7% |
| 3M | -28.3% | +6.6% | -35.0% | -30.7% |
| 6M | -11.2% | -1.8% | -9.4% | -11.6% |
| YTD | -36.3% | +9.0% | -45.3% | -39.4% |
| 1Y | +3.9% | +3.6% | +0.3% | +0.6% |
| 3Y | +1,728.8% | +19.4% | +1,709.3% | +1,583.1% |
| 5Y | +70.9% | +36.4% | +34.5% | +67.8% |
| All | +70.9% | +35.1% | +35.8% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling