+75.4%
QBTS vs AIG
+53.4%
+22.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +3.8% | -1.4% | +5.3% | +4.2% |
| 30D | -15.2% | -3.3% | -11.9% | -14.5% |
| 3M | -27.2% | +2.2% | -29.4% | -28.1% |
| 6M | -10.1% | -2.1% | -8.0% | -10.2% |
| YTD | -34.5% | -11.2% | -23.3% | -32.8% |
| 1Y | +6.0% | -2.1% | +8.1% | +4.6% |
| 3Y | +1,779.3% | +34.4% | +1,744.9% | +1,600.0% |
| 5Y | +75.4% | +53.7% | +21.7% | +56.5% |
| All | +75.4% | +53.4% | +22.0% | +56.5% |
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