+1,500.0%
QBTS vs IYR
+29.2%
+1,470.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -1.9% |
| 7D | +3.8% | -0.9% | +4.7% | +4.9% |
| 30D | -15.2% | -2.4% | -12.8% | -12.9% |
| 3M | -27.2% | -2.0% | -25.2% | -26.5% |
| 6M | -10.1% | +2.5% | -12.6% | -14.2% |
| YTD | -34.5% | +8.3% | -42.8% | -41.8% |
| 1Y | +6.0% | +6.5% | -0.4% | -3.9% |
| All | +1,500.0% | +29.2% | +1,470.8% | +763.0% |
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