+63.3%
QBTS vs FDX
+53.2%
+10.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | -22.5% | +3.8% | -26.3% | -23.7% |
| 3M | -40.0% | -1.3% | -38.7% | -40.1% |
| 6M | -12.3% | +5.0% | -17.3% | -14.7% |
| YTD | -36.6% | +39.6% | -76.2% | -44.5% |
| 1Y | +8.4% | +81.1% | -72.7% | -13.3% |
| 3Y | +1,380.4% | +63.0% | +1,317.3% | +1,096.5% |
| 5Y | +69.7% | +65.6% | +4.1% | +35.7% |
| All | +63.3% | +53.2% | +10.1% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling