+1,839.6%
QBTS vs FIS
-22.6%
+1,862.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.9% | +12.5% | +9.3% |
| 7D | +6.8% | -3.5% | +10.3% | +8.2% |
| 30D | -14.9% | -7.8% | -7.1% | -12.1% |
| 3M | -31.6% | +0.8% | -32.4% | -34.2% |
| 6M | -4.9% | -21.9% | +17.0% | +6.9% |
| YTD | -32.4% | -39.5% | +7.1% | -11.4% |
| 1Y | +14.6% | -41.0% | +55.6% | +51.4% |
| 3Y | +1,839.6% | -23.6% | +1,863.2% | +978.4% |
| All | +1,839.6% | -22.6% | +1,862.2% | +978.4% |
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