-5.8%
QBTS vs FISV
-44.2%
+38.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.6% | -3.1% |
| 7D | -10.5% | +1.4% | -11.9% | -10.5% |
| 30D | -20.5% | +38.4% | -59.0% | -22.0% |
| 3M | -54.3% | +14.9% | -69.2% | -54.6% |
| 6M | -55.4% | +21.8% | -77.2% | -56.1% |
| YTD | -63.4% | -5.0% | -58.4% | -63.2% |
| 1Y | -59.1% | -1.2% | -58.0% | -59.0% |
| 3Y | +1,216.8% | -47.5% | +1,264.3% | +1,211.1% |
| 5Y | -2.6% | -36.7% | +34.1% | -1.9% |
| All | -5.8% | -44.2% | +38.4% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling