+1,216.8%
QBTS vs AIG
+39.5%
+1,177.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -10.5% | +6.6% | -17.1% | -11.3% |
| 30D | -20.5% | +7.0% | -27.5% | -21.7% |
| 3M | -54.3% | +9.7% | -64.0% | -55.2% |
| 6M | -55.4% | +10.8% | -66.2% | -56.8% |
| YTD | -63.4% | -1.3% | -62.2% | -63.0% |
| 1Y | -59.1% | +8.4% | -67.5% | -60.7% |
| 3Y | +1,216.8% | +39.0% | +1,177.8% | +1,419.2% |
| All | +1,216.8% | +39.5% | +1,177.3% | +1,419.2% |
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 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