+74.1%
QBTS vs AIG
+118.3%
-44.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +7.0% |
| 7D | +6.8% | -1.6% | +8.4% | +7.2% |
| 30D | -14.9% | -5.2% | -9.7% | -13.9% |
| 3M | -31.6% | +1.5% | -33.0% | -32.2% |
| 6M | -4.9% | -3.9% | -1.0% | -4.6% |
| YTD | -32.4% | -11.6% | -20.8% | -30.9% |
| 1Y | +14.6% | -2.9% | +17.5% | +13.6% |
| 3Y | +1,839.6% | +33.7% | +1,805.9% | +1,698.5% |
| 5Y | +81.2% | +52.7% | +28.6% | +65.9% |
| All | +74.1% | +118.3% | -44.2% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling