+1,558.0%
QBTS vs FDS
-27.1%
+1,585.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.9% |
| 7D | -2.4% | -1.9% | -0.5% | -2.1% |
| 30D | -22.5% | +9.0% | -31.5% | -23.5% |
| 3M | -40.0% | +18.9% | -58.9% | -42.2% |
| 6M | -12.3% | +35.1% | -47.4% | -18.8% |
| YTD | -36.6% | +5.5% | -42.1% | -37.1% |
| 1Y | +8.4% | -16.8% | +25.2% | +21.1% |
| All | +1,558.0% | -27.1% | +1,585.1% | +1,831.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling