+64.1%
QBTS vs AEIS
+188.6%
-124.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.3% |
| 7D | -1.0% | -0.2% | -0.7% | -0.8% |
| 30D | -17.6% | -16.4% | -1.2% | -9.2% |
| 3M | -28.3% | -11.1% | -17.2% | -25.2% |
| 6M | -11.2% | -12.0% | +0.8% | -7.8% |
| YTD | -36.3% | +30.9% | -67.2% | -48.4% |
| 1Y | +3.9% | +74.3% | -70.5% | -27.1% |
| 3Y | +1,728.8% | +165.2% | +1,563.6% | +976.4% |
| 5Y | +70.9% | +220.0% | -149.2% | +1.9% |
| All | +64.1% | +188.6% | -124.4% | +0.3% |
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