-65.1%
QBTS vs FDX
+65.6%
-130.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.0% |
| 7D | -11.8% | +8.1% | -20.0% | -14.1% |
| 30D | -33.6% | +13.9% | -47.6% | -36.5% |
| 3M | -52.5% | +5.5% | -58.0% | -53.5% |
| 6M | -50.4% | +15.1% | -65.5% | -54.3% |
| YTD | -60.3% | +43.2% | -103.5% | -69.0% |
| 1Y | -65.1% | +65.0% | -130.1% | -72.2% |
| All | -65.1% | +65.6% | -130.7% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling