+65.5%
QBTS vs AIG
+120.2%
-54.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | -19.0% | -1.1% | -17.9% | -18.9% |
| 3M | -29.5% | +0.7% | -30.1% | -29.9% |
| 6M | -11.2% | -2.2% | -9.0% | -11.2% |
| YTD | -35.8% | -10.8% | -24.9% | -34.4% |
| 1Y | +1.7% | -2.0% | +3.7% | +0.6% |
| 3Y | +1,470.1% | +34.8% | +1,435.3% | +1,353.1% |
| 5Y | +72.3% | +55.0% | +17.3% | +57.4% |
| All | +65.5% | +120.2% | -54.6% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling