+1,255.4%
QBTS vs FCEL
-66.8%
+1,322.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.4% | -1.2% | -5.5% |
| 7D | +8.7% | +14.8% | -6.1% | +4.4% |
| 30D | -26.5% | -33.9% | +7.4% | -15.7% |
| 3M | -52.6% | -52.7% | +0.1% | -41.0% |
| 6M | -56.0% | -40.0% | -15.9% | -53.0% |
| YTD | -62.4% | +40.2% | -102.6% | -71.2% |
| 1Y | -62.7% | +32.9% | -95.7% | -71.3% |
| All | +1,255.4% | -66.8% | +1,322.2% | +1,224.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling