-2.9%
QBTS vs IWD
+72.9%
-75.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.2% |
| 7D | -10.5% | +2.3% | -12.8% | -13.4% |
| 30D | -20.5% | +3.6% | -24.1% | -24.3% |
| 3M | -54.3% | +2.2% | -56.4% | -55.5% |
| 6M | -55.4% | +13.0% | -68.4% | -62.5% |
| YTD | -63.4% | +26.5% | -90.0% | -73.4% |
| 1Y | -59.1% | +30.1% | -89.3% | -71.3% |
| 3Y | +1,216.8% | +84.9% | +1,131.9% | +587.8% |
| All | -2.9% | +72.9% | -75.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling