-5.8%
QBTS vs AEIS
+131.6%
-137.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -0.6% |
| 7D | -10.5% | +11.5% | -22.0% | -16.0% |
| 30D | -20.5% | -15.8% | -4.8% | -13.3% |
| 3M | -54.3% | -33.3% | -20.9% | -43.8% |
| 6M | -55.4% | -35.2% | -20.2% | -45.3% |
| YTD | -63.4% | +5.0% | -68.5% | -67.1% |
| 1Y | -59.1% | +8.5% | -67.6% | -63.6% |
| 3Y | +1,216.8% | +152.9% | +1,063.9% | +729.8% |
| 5Y | -2.6% | +144.6% | -147.3% | -35.4% |
| All | -5.8% | +131.6% | -137.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling