-65.1%
QBTS vs FCEL
+32.6%
-97.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.1% |
| 7D | -11.8% | -14.9% | +3.1% | -6.9% |
| 30D | -33.6% | -41.7% | +8.0% | -21.2% |
| 3M | -52.5% | -53.2% | +0.7% | -40.5% |
| 6M | -50.4% | -19.0% | -31.3% | -52.8% |
| YTD | -60.3% | +44.2% | -104.5% | -72.8% |
| 1Y | -65.1% | +42.4% | -107.5% | -77.3% |
| All | -65.1% | +32.6% | -97.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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