+81.0%
QBTS vs FCEL
-89.7%
+170.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +18.8% | -12.2% | +1.2% |
| 7D | +6.8% | +4.0% | +2.9% | +4.9% |
| 30D | -14.9% | -13.1% | -1.8% | -12.4% |
| 3M | -31.6% | +14.6% | -46.2% | -38.4% |
| 6M | -4.9% | +133.7% | -138.6% | -33.6% |
| YTD | -32.4% | +143.0% | -175.4% | -53.5% |
| 1Y | +14.6% | +320.9% | -306.3% | -32.3% |
| 3Y | +1,839.6% | -58.9% | +1,898.5% | +1,632.6% |
| All | +81.0% | -89.7% | +170.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling