-5.8%
QBTS vs FDS
+2.2%
-8.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -10.5% | +1.5% | -12.0% | -10.7% |
| 30D | -20.5% | +14.8% | -35.4% | -23.1% |
| 3M | -54.3% | +16.3% | -70.5% | -56.1% |
| 6M | -55.4% | +66.2% | -121.6% | -62.1% |
| YTD | -63.4% | +16.2% | -79.7% | -65.4% |
| 1Y | -59.1% | +21.8% | -81.0% | -62.1% |
| 3Y | +1,216.8% | -23.9% | +1,240.7% | +1,384.6% |
| 5Y | -2.6% | -23.1% | +20.5% | +7.1% |
| All | -5.8% | +2.2% | -8.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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