+1,355.6%
QBTS vs FIS
-40.9%
+1,396.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | +1.1% | -27.4% | +28.5% | +8.4% |
| 30D | -28.1% | -16.8% | -11.2% | -26.8% |
| 3M | -48.1% | -32.6% | -15.5% | -43.2% |
| 6M | -53.6% | -33.4% | -20.2% | -49.5% |
| YTD | -59.9% | -56.0% | -3.9% | -46.7% |
| 1Y | -64.3% | -55.1% | -9.2% | -53.1% |
| 3Y | +1,355.6% | -41.4% | +1,397.0% | +922.2% |
| All | +1,355.6% | -40.9% | +1,396.4% | +922.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling