+8.3%
QBTS vs IVZ
+37.5%
-29.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.1% |
| 7D | +2.6% | -2.8% | +5.4% | +4.8% |
| 30D | -22.5% | -2.2% | -20.3% | -20.9% |
| 3M | -47.4% | -8.1% | -39.3% | -44.3% |
| 6M | -55.7% | +3.8% | -59.5% | -56.1% |
| YTD | -59.3% | +11.5% | -70.7% | -61.0% |
| 1Y | -63.3% | +23.7% | -87.0% | -66.6% |
| 3Y | +1,379.2% | +145.8% | +1,233.4% | +882.9% |
| 5Y | +8.3% | +36.1% | -27.8% | -22.0% |
| All | +8.3% | +37.5% | -29.2% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling