-59.1%
QBTS vs AIG
+8.7%
-67.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.6% |
| 7D | -10.5% | +6.6% | -17.1% | -6.7% |
| 30D | -20.5% | +7.0% | -27.5% | -17.0% |
| 3M | -54.3% | +9.7% | -64.0% | -51.5% |
| 6M | -55.4% | +10.8% | -66.2% | -52.1% |
| YTD | -63.4% | -1.3% | -62.2% | -64.2% |
| 1Y | -59.1% | +8.4% | -67.5% | -55.4% |
| All | -59.1% | +8.7% | -67.8% | -55.4% |
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