-3.1%
QBTS vs IVZ
+108.1%
-111.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.3% |
| 7D | +8.7% | +5.1% | +3.6% | +6.0% |
| 30D | -26.5% | -1.6% | -24.9% | -25.3% |
| 3M | -52.6% | -9.1% | -43.4% | -49.9% |
| 6M | -56.0% | +1.8% | -57.8% | -55.8% |
| YTD | -62.4% | +10.8% | -73.2% | -63.5% |
| 1Y | -62.7% | +19.1% | -81.8% | -64.8% |
| 3Y | +1,266.7% | +144.4% | +1,122.2% | +895.2% |
| 5Y | +0.2% | +33.6% | -33.4% | -22.2% |
| All | -3.1% | +108.1% | -111.2% | -22.9% |
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