+65.5%
QBTS vs AGI
+312.6%
-247.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +1.3% | -2.7% | +4.1% | +1.9% |
| 30D | -19.0% | +7.2% | -26.2% | -20.1% |
| 3M | -29.5% | +4.3% | -33.7% | -30.3% |
| 6M | -11.2% | -27.1% | +15.9% | -6.7% |
| YTD | -35.8% | -6.6% | -29.2% | -34.6% |
| 1Y | +1.7% | +9.5% | -7.8% | +2.3% |
| 3Y | +1,470.1% | +208.4% | +1,261.6% | +1,457.5% |
| 5Y | +72.3% | +401.6% | -329.3% | +75.3% |
| All | +65.5% | +312.6% | -247.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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