+64.1%
QBTS vs IAG
+462.7%
-398.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | -1.0% | -4.1% | +3.1% | -0.3% |
| 30D | -17.6% | +10.6% | -28.3% | -19.0% |
| 3M | -28.3% | +35.4% | -63.7% | -31.7% |
| 6M | -11.2% | -9.5% | -1.6% | -11.0% |
| YTD | -36.3% | +21.8% | -58.1% | -38.0% |
| 1Y | +3.9% | +84.1% | -80.3% | -1.9% |
| 3Y | +1,728.8% | +817.4% | +911.4% | +1,608.2% |
| 5Y | +70.9% | +830.1% | -759.2% | +73.5% |
| All | +64.1% | +462.7% | -398.6% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling