+3.9%
QBTS vs IYR
+5.4%
-1.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | -1.0% | -2.8% | +1.9% | +0.6% |
| 30D | -17.6% | -2.5% | -15.1% | -16.4% |
| 3M | -28.3% | -3.0% | -25.4% | -28.1% |
| 6M | -11.2% | +1.6% | -12.8% | -16.4% |
| YTD | -36.3% | +7.3% | -43.6% | -42.6% |
| 1Y | +3.9% | +5.6% | -1.7% | -7.4% |
| All | +3.9% | +5.4% | -1.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling