-55.4%
QBTS vs FERG
+8.6%
-64.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -3.2% |
| 7D | -10.5% | +9.7% | -20.2% | -14.9% |
| 30D | -20.5% | +15.0% | -35.6% | -25.7% |
| 3M | -54.3% | +3.8% | -58.0% | -54.7% |
| 6M | -55.4% | +10.6% | -66.0% | -57.3% |
| All | -55.4% | +8.6% | -64.0% | -57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling