+68.7%
QBTS vs FCEL
-93.1%
+161.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.7% | +3.6% | -1.5% |
| 7D | +3.8% | +15.1% | -11.2% | +0.1% |
| 30D | -15.2% | -16.4% | +1.2% | -12.2% |
| 3M | -27.2% | -5.3% | -22.0% | -29.6% |
| 6M | -10.1% | +124.5% | -134.6% | -32.2% |
| YTD | -34.5% | +126.7% | -161.2% | -50.8% |
| 1Y | +6.0% | +219.9% | -213.9% | -26.2% |
| 3Y | +1,779.3% | -61.6% | +1,840.9% | +1,608.3% |
| 5Y | +75.4% | -90.5% | +165.9% | +69.8% |
| All | +68.7% | -93.1% | +161.8% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling