+65.5%
QBTS vs FISV
-54.9%
+120.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.5% |
| 7D | +1.3% | -2.7% | +4.0% | +1.5% |
| 30D | -19.0% | 0.0% | -19.0% | -19.0% |
| 3M | -29.5% | -2.8% | -26.7% | -29.6% |
| 6M | -11.2% | -11.8% | +0.7% | -10.4% |
| YTD | -35.8% | -23.2% | -12.5% | -34.6% |
| 1Y | +1.7% | -62.0% | +63.7% | +6.7% |
| 3Y | +1,470.1% | -57.6% | +1,527.7% | +1,477.5% |
| 5Y | +72.3% | -53.4% | +125.7% | +76.3% |
| All | +65.5% | -54.9% | +120.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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