+81.2%
QBTS vs FDS
-20.4%
+101.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.3% | +10.9% | +7.6% |
| 7D | +6.8% | -5.4% | +12.2% | +8.1% |
| 30D | -14.9% | +1.6% | -16.5% | -15.5% |
| 3M | -31.6% | +17.7% | -49.3% | -35.6% |
| 6M | -4.9% | +29.1% | -34.0% | -14.3% |
| YTD | -32.4% | +1.0% | -33.4% | -33.6% |
| 1Y | +14.6% | -21.6% | +36.2% | +25.4% |
| 3Y | +1,839.6% | -30.1% | +1,869.7% | +2,164.6% |
| 5Y | +81.2% | -20.7% | +102.0% | +110.5% |
| All | +81.2% | -20.4% | +101.6% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling