+63.3%
QBTS vs IVZ
+141.8%
-78.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | -2.4% | +0.6% | -3.1% | -2.7% |
| 30D | -22.5% | +4.0% | -26.5% | -23.9% |
| 3M | -40.0% | +18.2% | -58.2% | -44.5% |
| 6M | -12.3% | +32.8% | -45.1% | -22.9% |
| YTD | -36.6% | +28.7% | -65.3% | -43.3% |
| 1Y | +8.4% | +55.4% | -46.9% | -9.6% |
| 3Y | +1,380.4% | +135.2% | +1,245.1% | +929.0% |
| 5Y | +69.7% | +64.2% | +5.5% | +21.3% |
| All | +63.3% | +141.8% | -78.4% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling