+65.5%
QBTS vs FANG
+414.3%
-348.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | -19.0% | +2.6% | -21.6% | -19.3% |
| 3M | -29.5% | +7.6% | -37.0% | -30.7% |
| 6M | -11.2% | +17.3% | -28.5% | -14.8% |
| YTD | -35.8% | +38.7% | -74.4% | -40.7% |
| 1Y | +1.7% | +51.6% | -50.0% | -7.7% |
| 3Y | +1,470.1% | +50.0% | +1,420.1% | +1,314.2% |
| 5Y | +72.3% | +237.6% | -165.2% | +55.0% |
| All | +65.5% | +414.3% | -348.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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