-2.9%
QBTS vs IWF
+55.4%
-58.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.2% |
| 7D | -10.5% | +2.8% | -13.3% | -13.8% |
| 30D | -20.5% | -7.5% | -13.0% | -9.8% |
| 3M | -54.3% | -8.5% | -45.8% | -46.9% |
| 6M | -55.4% | -7.4% | -48.0% | -47.6% |
| YTD | -63.4% | -2.6% | -60.8% | -58.8% |
| 1Y | -59.1% | -1.8% | -57.3% | -54.0% |
| 3Y | +1,216.8% | +65.5% | +1,151.3% | +914.8% |
| All | -2.9% | +55.4% | -58.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling