+63.3%
QBTS vs IYR
+41.1%
+22.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -2.4% | -1.2% | -1.2% | -1.7% |
| 30D | -22.5% | -2.9% | -19.6% | -21.1% |
| 3M | -40.0% | +0.8% | -40.9% | -40.9% |
| 6M | -12.3% | +1.9% | -14.2% | -13.8% |
| YTD | -36.6% | +9.6% | -46.2% | -40.3% |
| 1Y | +8.4% | +8.1% | +0.4% | +2.9% |
| 3Y | +1,380.4% | +29.2% | +1,351.2% | +1,177.7% |
| 5Y | +69.7% | +4.3% | +65.4% | +50.1% |
| All | +63.3% | +41.1% | +22.2% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling