+1,500.0%
QBTS vs AIG
+33.4%
+1,466.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +3.8% | -1.4% | +5.3% | +4.2% |
| 30D | -15.2% | -3.3% | -11.9% | -14.4% |
| 3M | -27.2% | +2.2% | -29.4% | -28.5% |
| 6M | -10.1% | -2.1% | -8.0% | -10.3% |
| YTD | -34.5% | -11.2% | -23.3% | -31.8% |
| 1Y | +6.0% | -2.1% | +8.1% | +3.4% |
| All | +1,500.0% | +33.4% | +1,466.6% | +1,016.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling