+64.1%
QBTS vs FANG
+415.3%
-351.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -2.9% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | -17.6% | +2.4% | -20.0% | -18.0% |
| 3M | -28.3% | +5.1% | -33.4% | -29.3% |
| 6M | -11.2% | +16.4% | -27.6% | -14.7% |
| YTD | -36.3% | +39.0% | -75.3% | -41.2% |
| 1Y | +3.9% | +50.6% | -46.8% | -5.6% |
| 3Y | +1,728.8% | +46.9% | +1,681.8% | +1,548.3% |
| 5Y | +70.9% | +238.2% | -167.4% | +53.7% |
| All | +64.1% | +415.3% | -351.2% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling