-55.4%
QBTS vs FIGR
-34.1%
-21.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -1.9% |
| 7D | -10.5% | +11.0% | -21.5% | -15.6% |
| 30D | -20.5% | +0.7% | -21.2% | -21.4% |
| 3M | -54.3% | -20.9% | -33.4% | -49.7% |
| 6M | -55.4% | -37.7% | -17.7% | -50.1% |
| All | -55.4% | -34.1% | -21.3% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling