+63.3%
QBTS vs FDS
-7.2%
+70.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.6% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | -22.5% | +9.0% | -31.5% | -24.1% |
| 3M | -40.0% | +18.9% | -58.9% | -43.2% |
| 6M | -12.3% | +35.1% | -47.4% | -21.0% |
| YTD | -36.6% | +5.5% | -42.1% | -38.3% |
| 1Y | +8.4% | -16.8% | +25.2% | +14.9% |
| 3Y | +1,380.4% | -28.1% | +1,408.4% | +1,587.4% |
| 5Y | +69.7% | -17.4% | +87.1% | +91.2% |
| All | +63.3% | -7.2% | +70.6% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling