+63.3%
QBTS vs FICO
+85.0%
-21.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +3.0% |
| 7D | -2.4% | -19.2% | +16.8% | +2.8% |
| 30D | -22.5% | -14.6% | -7.9% | -19.6% |
| 3M | -40.0% | -20.1% | -19.9% | -38.3% |
| 6M | -12.3% | -36.3% | +24.0% | -4.3% |
| YTD | -36.6% | -44.9% | +8.3% | -27.6% |
| 1Y | +8.4% | -38.6% | +47.1% | +18.9% |
| 3Y | +1,380.4% | +4.0% | +1,376.4% | +1,324.6% |
| 5Y | +69.7% | +99.5% | -29.8% | +58.2% |
| All | +63.3% | +85.0% | -21.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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