-60.9%
QBTS vs FICO
-58.5%
-2.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +7.4% |
| 7D | +13.7% | -0.1% | +13.7% | +13.7% |
| 30D | -21.3% | +8.4% | -29.7% | -21.1% |
| 3M | -44.7% | -30.5% | -14.2% | -44.6% |
| 6M | -49.2% | -35.7% | -13.5% | -50.4% |
| YTD | -56.1% | -57.2% | +1.1% | -55.7% |
| All | -60.9% | -58.5% | -2.4% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling