+64.1%
QBTS vs FCEL
-93.5%
+157.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | -1.2% |
| 7D | -1.0% | +6.3% | -7.2% | -2.7% |
| 30D | -17.6% | -18.8% | +1.2% | -14.1% |
| 3M | -28.3% | -3.8% | -24.5% | -30.9% |
| 6M | -11.2% | +121.1% | -132.3% | -32.7% |
| YTD | -36.3% | +113.3% | -149.6% | -51.4% |
| 1Y | +3.9% | +173.5% | -169.6% | -25.1% |
| 3Y | +1,728.8% | -63.9% | +1,792.7% | +1,587.3% |
| 5Y | +70.9% | -90.7% | +161.6% | +67.9% |
| All | +64.1% | -93.5% | +157.7% | +64.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling