+1,329.3%
QBTS vs FICO
+4.8%
+1,324.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +3.4% |
| 7D | -2.4% | -19.2% | +16.8% | +3.3% |
| 30D | -22.5% | -14.6% | -7.9% | -19.3% |
| 3M | -40.0% | -20.1% | -19.9% | -38.4% |
| 6M | -12.3% | -36.3% | +24.0% | -2.4% |
| YTD | -36.6% | -44.9% | +8.3% | -24.9% |
| 1Y | +8.4% | -38.6% | +47.1% | +21.0% |
| All | +1,329.3% | +4.8% | +1,324.5% | +1,096.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling