+63.3%
QBTS vs IWF
+120.2%
-56.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | +0.5% | -3.0% | -3.0% |
| 30D | -22.5% | -0.4% | -22.1% | -21.7% |
| 3M | -40.0% | -2.6% | -37.4% | -36.4% |
| 6M | -12.3% | +9.1% | -21.5% | -17.1% |
| YTD | -36.6% | +4.5% | -41.1% | -36.6% |
| 1Y | +8.4% | +10.1% | -1.7% | +4.4% |
| 3Y | +1,380.4% | +77.6% | +1,302.7% | +957.2% |
| 5Y | +69.7% | +73.7% | -4.0% | +19.5% |
| All | +63.3% | +120.2% | -56.9% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling