+0.8%
QBTS vs FIGR
+1.6%
-0.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.1% |
| 7D | -1.0% | +1.0% | -1.9% | -1.3% |
| 30D | -17.6% | +31.4% | -49.0% | -26.2% |
| 3M | -28.3% | +30.3% | -58.6% | -35.6% |
| 6M | -11.2% | -7.6% | -3.6% | -10.9% |
| YTD | -36.3% | -10.5% | -25.8% | -41.5% |
| All | +0.8% | +1.6% | -0.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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