+1,216.8%
QBTS vs IVZ
+152.3%
+1,064.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -4.8% |
| 7D | -10.5% | +7.6% | -18.1% | -15.8% |
| 30D | -20.5% | +4.3% | -24.9% | -22.8% |
| 3M | -54.3% | -9.3% | -44.9% | -50.2% |
| 6M | -55.4% | +5.2% | -60.7% | -56.7% |
| YTD | -63.4% | +13.4% | -76.9% | -66.4% |
| 1Y | -59.1% | +25.4% | -84.5% | -64.9% |
| 3Y | +1,216.8% | +152.5% | +1,064.3% | +399.5% |
| All | +1,216.8% | +152.3% | +1,064.5% | +399.5% |
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 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