-56.0%
QBTS vs IAG
-7.9%
-48.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.1% | -2.5% | -4.0% |
| 7D | +8.7% | -2.1% | +10.8% | +11.5% |
| 30D | -26.5% | -6.2% | -20.3% | -22.6% |
| 3M | -52.6% | -5.1% | -47.4% | -51.2% |
| 6M | -56.0% | -10.0% | -46.0% | -50.0% |
| All | -56.0% | -7.9% | -48.0% | -50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling