-59.1%
QBTS vs IAG
+19.6%
-78.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.5% |
| 7D | -10.5% | -7.7% | -2.8% | -5.7% |
| 30D | -20.5% | +1.6% | -22.1% | -21.0% |
| 3M | -54.3% | -2.4% | -51.8% | -53.8% |
| 6M | -55.4% | -7.8% | -47.6% | -54.0% |
| YTD | -63.4% | +5.0% | -68.5% | -66.0% |
| 1Y | -59.1% | +25.7% | -84.8% | -68.1% |
| All | -59.1% | +19.6% | -78.7% | -68.1% |
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