+233.3%
FCX vs QBTS
+67.0%
+166.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | +3.1% | +3.8% | -0.7% | +2.9% |
| 30D | +8.1% | -15.2% | +23.3% | +9.0% |
| 3M | +18.9% | -27.2% | +46.1% | +20.5% |
| 6M | +26.6% | -10.1% | +36.7% | +26.3% |
| YTD | +51.2% | -34.5% | +85.7% | +52.4% |
| 1Y | +75.6% | +6.0% | +69.5% | +72.7% |
| 3Y | +101.7% | +1,779.3% | -1,677.5% | +70.6% |
| 5Y | +134.6% | +75.4% | +59.2% | +100.7% |
| All | +233.3% | +67.0% | +166.3% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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