+74.1%
QBTS vs FDX
+49.3%
+24.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.2% | +7.5% |
| 7D | +6.8% | -3.3% | +10.1% | +8.1% |
| 30D | -14.9% | -1.4% | -13.5% | -14.7% |
| 3M | -31.6% | -4.5% | -27.1% | -30.9% |
| 6M | -4.9% | +9.4% | -14.4% | -9.0% |
| YTD | -32.4% | +36.0% | -68.4% | -40.3% |
| 1Y | +14.6% | +75.5% | -60.9% | -7.4% |
| 3Y | +1,839.6% | +62.8% | +1,776.8% | +1,475.3% |
| 5Y | +81.2% | +64.4% | +16.8% | +46.1% |
| All | +74.1% | +49.3% | +24.8% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling