+5.2%
QBTS vs FE
+95.4%
-90.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.4% | +19.4% | +17.6% |
| 7D | +0.3% | -1.0% | +1.3% | +0.1% |
| 30D | -29.8% | +4.1% | -34.0% | -29.0% |
| 3M | -45.0% | -1.0% | -43.9% | -45.0% |
| 6M | -55.2% | +4.0% | -59.2% | -54.6% |
| YTD | -59.2% | +6.8% | -66.0% | -58.4% |
| 1Y | -62.4% | +5.3% | -67.7% | -61.7% |
| 3Y | +1,264.0% | +44.6% | +1,219.4% | +1,374.9% |
| 5Y | +8.8% | +44.2% | -35.4% | +16.9% |
| All | +5.2% | +95.4% | -90.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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