+65.5%
QBTS vs FERG
+121.1%
-55.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +1.3% | -2.6% | +3.9% | +2.7% |
| 30D | -19.0% | -8.9% | -10.1% | -15.1% |
| 3M | -29.5% | -2.0% | -27.4% | -28.6% |
| 6M | -11.2% | -3.2% | -8.0% | -9.7% |
| YTD | -35.8% | +1.5% | -37.3% | -35.9% |
| 1Y | +1.7% | +0.5% | +1.2% | +2.4% |
| 3Y | +1,470.1% | +50.4% | +1,419.7% | +1,271.4% |
| 5Y | +72.3% | +68.7% | +3.6% | +54.7% |
| All | +65.5% | +121.1% | -55.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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