+74.1%
QBTS vs FFIV
+129.1%
-55.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.7% |
| 7D | +6.8% | -1.5% | +8.4% | +7.8% |
| 30D | -14.9% | -2.7% | -12.2% | -13.8% |
| 3M | -31.6% | -1.7% | -29.9% | -30.6% |
| 6M | -4.9% | +36.1% | -41.1% | -19.6% |
| YTD | -32.4% | +52.6% | -85.1% | -46.1% |
| 1Y | +14.6% | +21.5% | -6.9% | +2.9% |
| 3Y | +1,839.6% | +142.7% | +1,696.9% | +1,269.5% |
| 5Y | +81.2% | +92.6% | -11.3% | +25.6% |
| All | +74.1% | +129.1% | -55.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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