+164.9%
FCX vs QBTS
-4.0%
+168.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.6% | +4.9% | -2.3% |
| 7D | +4.4% | +8.7% | -4.3% | +3.9% |
| 30D | -16.3% | -26.5% | +10.1% | -15.0% |
| 3M | -12.5% | -52.6% | +40.1% | -9.1% |
| 6M | -8.0% | -56.0% | +47.9% | -4.7% |
| YTD | +20.1% | -62.4% | +82.5% | +24.7% |
| 1Y | +45.9% | -62.7% | +108.7% | +51.0% |
| 3Y | +86.2% | +1,266.7% | -1,180.4% | +61.7% |
| 5Y | +57.1% | +0.2% | +56.9% | +38.9% |
| All | +164.9% | -4.0% | +168.9% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling