+4.9%
QBTS vs FIS
-76.1%
+81.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | -0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | -22.5% | -11.8% | -10.7% | -21.6% |
| 3M | -47.4% | -28.5% | -18.8% | -43.3% |
| 6M | -55.7% | -27.0% | -28.6% | -53.1% |
| YTD | -59.3% | -53.1% | -6.2% | -49.9% |
| 1Y | -63.3% | -52.8% | -10.5% | -55.0% |
| 3Y | +1,379.2% | -37.5% | +1,416.7% | +1,549.0% |
| 5Y | +8.3% | -71.1% | +79.4% | +25.8% |
| All | +4.9% | -76.1% | +81.0% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling