+63.3%
QBTS vs FCEL
-93.8%
+157.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | -2.4% | -15.8% | +13.4% | +1.4% |
| 30D | -22.5% | -29.3% | +6.8% | -16.1% |
| 3M | -40.0% | -30.1% | -9.9% | -37.8% |
| 6M | -12.3% | +74.4% | -86.8% | -29.7% |
| YTD | -36.6% | +104.5% | -141.1% | -51.1% |
| 1Y | +8.4% | +281.4% | -272.9% | -26.8% |
| 3Y | +1,380.4% | -66.1% | +1,446.5% | +1,286.6% |
| 5Y | +69.7% | -91.9% | +161.6% | +68.9% |
| All | +63.3% | -93.8% | +157.1% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling