+1,470.1%
QBTS vs FANG
+45.3%
+1,424.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.3% | +2.9% | -1.6% | +0.3% |
| 30D | -19.0% | +2.6% | -21.6% | -19.8% |
| 3M | -29.5% | +7.6% | -37.0% | -32.4% |
| 6M | -11.2% | +17.3% | -28.5% | -20.6% |
| YTD | -35.8% | +38.7% | -74.4% | -48.5% |
| 1Y | +1.7% | +51.6% | -50.0% | -22.7% |
| 3Y | +1,470.1% | +50.0% | +1,420.1% | +808.8% |
| All | +1,470.1% | +45.3% | +1,424.8% | +808.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling