-3.1%
QBTS vs IAG
+380.1%
-383.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.1% | -2.5% | -6.7% |
| 7D | +8.7% | -2.1% | +10.8% | +9.5% |
| 30D | -26.5% | -6.2% | -20.3% | -25.4% |
| 3M | -52.6% | -5.1% | -47.4% | -52.0% |
| 6M | -56.0% | -10.0% | -46.0% | -55.2% |
| YTD | -62.4% | +3.9% | -66.3% | -62.3% |
| 1Y | -62.7% | +18.9% | -81.6% | -63.1% |
| 3Y | +1,266.7% | +651.8% | +614.9% | +1,205.7% |
| 5Y | +0.2% | +416.3% | -416.1% | +5.9% |
| All | -3.1% | +380.1% | -383.2% | +2.9% |
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