-2.9%
QBTS vs AIG
+59.1%
-62.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -10.5% | +6.6% | -17.1% | -11.8% |
| 30D | -20.5% | +7.0% | -27.5% | -22.1% |
| 3M | -54.3% | +9.7% | -64.0% | -55.6% |
| 6M | -55.4% | +10.8% | -66.2% | -57.1% |
| YTD | -63.4% | -1.3% | -62.2% | -63.6% |
| 1Y | -59.1% | +8.4% | -67.5% | -60.9% |
| 3Y | +1,216.8% | +39.0% | +1,177.8% | +1,068.8% |
| All | -2.9% | +59.1% | -62.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling