-40.4%
QBTS vs FIGR
-28.7%
-11.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.1% | -13.7% | -10.2% |
| 7D | +8.7% | +22.8% | -14.1% | -0.1% |
| 30D | -26.5% | -5.8% | -20.7% | -24.7% |
| 3M | -52.6% | -16.3% | -36.2% | -49.6% |
| 6M | -56.0% | -35.0% | -21.0% | -49.4% |
| YTD | -62.4% | -37.1% | -25.2% | -60.6% |
| 1Y | -62.7% | -31.2% | -31.5% | -62.1% |
| All | -40.4% | -28.7% | -11.7% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling