+1,500.0%
QBTS vs IWF
+77.2%
+1,422.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.1% |
| 7D | +3.8% | +0.5% | +3.3% | +2.5% |
| 30D | -15.2% | -1.4% | -13.8% | -12.0% |
| 3M | -27.2% | +0.4% | -27.7% | -25.8% |
| 6M | -10.1% | +8.5% | -18.5% | -19.4% |
| YTD | -34.5% | +3.7% | -38.2% | -34.8% |
| 1Y | +6.0% | +8.5% | -2.5% | -1.3% |
| All | +1,500.0% | +77.2% | +1,422.8% | +390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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