+1,366.9%
QBTS vs AEIS
+162.3%
+1,204.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.8% | -1.8% |
| 7D | +2.6% | +9.5% | -6.9% | -4.1% |
| 30D | -22.5% | -17.5% | -5.0% | -11.5% |
| 3M | -47.4% | -29.3% | -18.1% | -33.8% |
| 6M | -55.7% | -34.7% | -21.0% | -42.6% |
| YTD | -59.3% | +10.7% | -70.0% | -70.7% |
| 1Y | -63.3% | +7.4% | -70.7% | -72.3% |
| All | +1,366.9% | +162.3% | +1,204.6% | +396.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling