+63.3%
QBTS vs FFIV
+129.6%
-66.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -2.4% | -1.0% | -1.5% | -1.8% |
| 30D | -22.5% | -5.1% | -17.4% | -20.4% |
| 3M | -40.0% | -4.5% | -35.6% | -37.9% |
| 6M | -12.3% | +36.5% | -48.8% | -25.9% |
| YTD | -36.6% | +53.0% | -89.6% | -49.5% |
| 1Y | +8.4% | +24.2% | -15.8% | -3.8% |
| 3Y | +1,380.4% | +137.2% | +1,243.1% | +950.5% |
| 5Y | +69.7% | +91.8% | -22.1% | +17.5% |
| All | +63.3% | +129.6% | -66.2% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling