+99.9%
FTNT vs QBTS
+2.8%
+97.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | +1.6% | -1.0% | +2.5% | +1.6% |
| 30D | -1.9% | -17.6% | +15.8% | -0.8% |
| 3M | +14.4% | -28.3% | +42.7% | +16.3% |
| 6M | +88.7% | -11.2% | +99.9% | +87.3% |
| YTD | +100.0% | -36.3% | +136.3% | +101.0% |
| 1Y | +99.9% | +3.9% | +96.0% | +94.3% |
| All | +99.9% | +2.8% | +97.0% | +94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling