+64.1%
QBTS vs IVZ
+133.4%
-69.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -1.0% | -2.4% | +1.4% | +0.2% |
| 30D | -17.6% | +2.5% | -20.1% | -18.7% |
| 3M | -28.3% | +17.1% | -45.4% | -33.5% |
| 6M | -11.2% | +35.1% | -46.3% | -22.4% |
| YTD | -36.3% | +24.3% | -60.6% | -42.1% |
| 1Y | +3.9% | +48.7% | -44.8% | -11.6% |
| 3Y | +1,728.8% | +135.6% | +1,593.1% | +1,184.6% |
| 5Y | +70.9% | +60.3% | +10.5% | +24.1% |
| All | +64.1% | +133.4% | -69.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling