+63.3%
QBTS vs IAG
+473.7%
-410.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -22.5% | +28.9% | -51.4% | -25.6% |
| 3M | -40.0% | +19.1% | -59.2% | -41.7% |
| 6M | -12.3% | -10.3% | -2.1% | -12.1% |
| YTD | -36.6% | +24.2% | -60.8% | -38.5% |
| 1Y | +8.4% | +116.5% | -108.1% | +1.3% |
| 3Y | +1,380.4% | +742.8% | +637.6% | +1,265.0% |
| 5Y | +69.7% | +753.3% | -683.6% | +72.3% |
| All | +63.3% | +473.7% | -410.3% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling