+69.4%
QBTS vs FGI
-70.4%
+139.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -9.0% | -1.6% |
| 7D | -2.4% | +0.5% | -3.0% | -2.4% |
| 30D | -22.5% | +65.4% | -87.9% | -24.0% |
| 3M | -40.0% | +23.5% | -63.5% | -40.9% |
| 6M | -12.3% | +60.5% | -72.9% | -15.6% |
| YTD | -36.6% | +30.0% | -66.6% | -38.6% |
| 1Y | +8.4% | +82.1% | -73.6% | +2.7% |
| 3Y | +1,380.4% | -4.4% | +1,384.7% | +1,304.1% |
| All | +69.4% | -70.4% | +139.7% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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