+75.4%
QBTS vs IAG
+804.8%
-729.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.3% | -3.5% |
| 7D | +3.8% | +1.7% | +2.1% | +3.5% |
| 30D | -15.2% | +11.4% | -26.7% | -16.8% |
| 3M | -27.2% | +33.0% | -60.2% | -30.7% |
| 6M | -10.1% | -6.0% | -4.1% | -10.4% |
| YTD | -34.5% | +24.6% | -59.1% | -36.6% |
| 1Y | +6.0% | +105.0% | -99.0% | -1.1% |
| 3Y | +1,779.3% | +837.9% | +941.4% | +1,658.6% |
| 5Y | +75.4% | +817.0% | -741.6% | +83.6% |
| All | +75.4% | +804.8% | -729.4% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling