+1,329.3%
QBTS vs IWD
+70.7%
+1,258.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | +0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -1.7% |
| 30D | -22.5% | +0.6% | -23.1% | -23.8% |
| 3M | -40.0% | +7.2% | -47.2% | -50.2% |
| 6M | -12.3% | +16.2% | -28.5% | -40.1% |
| YTD | -36.6% | +23.3% | -59.9% | -62.4% |
| 1Y | +8.4% | +29.6% | -21.1% | -42.1% |
| All | +1,329.3% | +70.7% | +1,258.7% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling