+74.1%
QBTS vs IWD
+110.9%
-36.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +7.7% |
| 7D | +6.8% | -0.2% | +7.0% | +7.0% |
| 30D | -14.9% | -0.8% | -14.1% | -14.1% |
| 3M | -31.6% | +8.0% | -39.6% | -38.5% |
| 6M | -4.9% | +18.2% | -23.1% | -22.5% |
| YTD | -32.4% | +22.3% | -54.8% | -46.8% |
| 1Y | +14.6% | +28.9% | -14.3% | -14.1% |
| 3Y | +1,839.6% | +71.5% | +1,768.1% | +1,071.7% |
| 5Y | +81.2% | +73.6% | +7.6% | +12.6% |
| All | +74.1% | +110.9% | -36.8% | +7.5% |
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