+64.1%
QBTS vs FIS
-69.9%
+134.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | -1.0% | -8.9% | +7.9% | +1.8% |
| 30D | -17.6% | -9.9% | -7.7% | -15.2% |
| 3M | -28.3% | 0.0% | -28.3% | -29.6% |
| 6M | -11.2% | -22.9% | +11.7% | -4.4% |
| YTD | -36.3% | -40.9% | +4.6% | -25.1% |
| 1Y | +3.9% | -40.4% | +44.3% | +21.2% |
| 3Y | +1,728.8% | -25.4% | +1,754.1% | +1,875.3% |
| 5Y | +70.9% | -64.8% | +135.7% | +89.9% |
| All | +64.1% | -69.9% | +134.0% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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