-79.1%
FIG vs QBTS
-5.8%
-73.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.2% |
| 7D | -16.3% | -2.4% | -13.9% | -16.1% |
| 30D | -14.3% | -22.5% | +8.2% | -11.6% |
| 3M | +7.2% | -40.0% | +47.2% | +13.1% |
| 6M | -18.6% | -12.3% | -6.3% | -20.4% |
| YTD | -35.5% | -36.6% | +1.1% | -34.2% |
| 1Y | -55.8% | +8.4% | -64.2% | -53.6% |
| All | -79.1% | -5.8% | -73.3% | -78.6% |
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