+1,839.6%
QBTS vs IVZ
+140.4%
+1,699.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.8% | +8.4% |
| 7D | +6.8% | +1.1% | +5.7% | +5.6% |
| 30D | -14.9% | +3.1% | -18.0% | -17.2% |
| 3M | -31.6% | +18.2% | -49.8% | -40.6% |
| 6M | -4.9% | +38.6% | -43.6% | -26.7% |
| YTD | -32.4% | +25.9% | -58.3% | -43.8% |
| 1Y | +14.6% | +51.7% | -37.1% | -16.3% |
| 3Y | +1,839.6% | +138.7% | +1,701.0% | +617.0% |
| All | +1,839.6% | +140.4% | +1,699.3% | +617.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling