+75.4%
QBTS vs IVZ
+61.5%
+13.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | +3.8% | +1.2% | +2.7% | +3.0% |
| 30D | -15.2% | +1.8% | -17.0% | -16.1% |
| 3M | -27.2% | +15.7% | -43.0% | -32.8% |
| 6M | -10.1% | +36.3% | -46.4% | -23.4% |
| YTD | -34.5% | +24.9% | -59.5% | -41.5% |
| 1Y | +6.0% | +48.9% | -42.9% | -12.3% |
| 3Y | +1,779.3% | +136.8% | +1,642.4% | +1,132.9% |
| 5Y | +75.4% | +60.0% | +15.4% | +20.0% |
| All | +75.4% | +61.5% | +13.9% | +20.0% |
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