+13.0%
QBTS vs IWD
+117.5%
-104.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +4.6% |
| 7D | +13.7% | +1.3% | +12.4% | +12.2% |
| 30D | -21.3% | +3.6% | -24.9% | -24.7% |
| 3M | -44.7% | +2.3% | -47.1% | -46.3% |
| 6M | -49.2% | +13.0% | -62.2% | -56.4% |
| YTD | -56.1% | +26.2% | -82.3% | -66.7% |
| 1Y | -61.1% | +30.5% | -91.6% | -71.5% |
| 3Y | +1,511.0% | +86.2% | +1,424.7% | +815.0% |
| 5Y | +16.6% | +72.9% | -56.3% | -29.9% |
| All | +13.0% | +117.5% | -104.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling