+70.9%
QBTS vs FISV
-57.7%
+128.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | -1.0% | -7.2% | +6.3% | -0.5% |
| 30D | -17.6% | -7.2% | -10.5% | -17.3% |
| 3M | -28.3% | -8.2% | -20.2% | -28.2% |
| 6M | -11.2% | -17.7% | +6.5% | -10.0% |
| YTD | -36.3% | -27.2% | -9.1% | -34.9% |
| 1Y | +3.9% | -63.0% | +66.8% | +9.0% |
| 3Y | +1,728.8% | -59.8% | +1,788.5% | +1,723.7% |
| 5Y | +70.9% | -55.8% | +126.7% | +74.5% |
| All | +70.9% | -57.7% | +128.6% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling