-65.1%
QBTS vs AIG
+6.0%
-71.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +1.0% |
| 7D | -11.8% | +2.3% | -14.1% | -10.5% |
| 30D | -33.6% | +8.8% | -42.4% | -30.2% |
| 3M | -52.5% | +3.7% | -56.1% | -51.1% |
| 6M | -50.4% | +6.8% | -57.1% | -47.5% |
| YTD | -60.3% | -2.6% | -57.7% | -61.8% |
| 1Y | -65.1% | +3.7% | -68.8% | -64.2% |
| All | -65.1% | +6.0% | -71.1% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling