+1,255.4%
QBTS vs IYR
+41.6%
+1,213.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.0% |
| 7D | +8.7% | -0.1% | +8.8% | +8.9% |
| 30D | -26.5% | +5.7% | -32.2% | -30.3% |
| 3M | -52.6% | -0.6% | -52.0% | -52.2% |
| 6M | -56.0% | +0.5% | -56.5% | -56.9% |
| YTD | -62.4% | +10.4% | -72.8% | -66.7% |
| 1Y | -62.7% | +9.2% | -71.9% | -66.6% |
| All | +1,255.4% | +41.6% | +1,213.8% | +599.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling