-65.1%
QBTS vs IAG
+56.5%
-121.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.2% | -10.1% | -5.6% |
| 7D | -11.8% | +1.1% | -12.9% | -12.7% |
| 30D | -33.6% | -5.3% | -28.4% | -31.8% |
| 3M | -52.5% | +18.0% | -70.5% | -57.7% |
| 6M | -50.4% | +7.1% | -57.5% | -52.9% |
| YTD | -60.3% | +5.9% | -66.2% | -63.5% |
| 1Y | -65.1% | +59.4% | -124.5% | -77.2% |
| All | -65.1% | +56.5% | -121.6% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling