-2.9%
QBTS vs FIS
-71.2%
+68.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -4.1% |
| 7D | -10.5% | +2.8% | -13.3% | -11.2% |
| 30D | -20.5% | -16.7% | -3.8% | -18.0% |
| 3M | -54.3% | -32.3% | -22.0% | -49.5% |
| 6M | -55.4% | -29.1% | -26.4% | -52.1% |
| YTD | -63.4% | -54.1% | -9.3% | -53.7% |
| 1Y | -59.1% | -53.7% | -5.4% | -48.4% |
| 3Y | +1,216.8% | -38.8% | +1,255.7% | +1,382.3% |
| All | -2.9% | -71.2% | +68.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling