+72.0%
QBTS vs AGG
-2.6%
+74.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.3% | -1.1% | +2.4% | +2.3% |
| 30D | -19.0% | -1.1% | -17.9% | -18.1% |
| 3M | -29.5% | -1.9% | -27.5% | -28.1% |
| 6M | -11.2% | -1.7% | -9.4% | -9.4% |
| YTD | -35.8% | -1.3% | -34.5% | -34.6% |
| 1Y | +1.7% | -0.7% | +2.4% | +3.0% |
| 3Y | +1,470.1% | +12.5% | +1,457.6% | +1,333.9% |
| All | +72.0% | -2.6% | +74.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling