+4.9%
QBTS vs FICO
+44.6%
-39.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +2.6% | +4.0% | -1.4% | +1.7% |
| 30D | -22.5% | -1.5% | -21.0% | -22.5% |
| 3M | -47.4% | -29.8% | -17.6% | -44.0% |
| 6M | -55.7% | -33.3% | -22.4% | -53.7% |
| YTD | -59.3% | -56.9% | -2.4% | -51.6% |
| 1Y | -63.3% | -59.5% | -3.8% | -55.4% |
| 3Y | +1,379.2% | -26.9% | +1,406.0% | +1,423.5% |
| 5Y | +8.3% | +92.9% | -84.6% | +4.2% |
| All | +4.9% | +44.6% | -39.7% | +2.2% |
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