+74.1%
QBTS vs FISV
-55.5%
+129.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.0% | +10.6% | +6.8% |
| 7D | +6.8% | -1.6% | +8.4% | +6.9% |
| 30D | -14.9% | -3.0% | -11.9% | -14.8% |
| 3M | -31.6% | -3.5% | -28.1% | -31.7% |
| 6M | -4.9% | -19.4% | +14.4% | -3.5% |
| YTD | -32.4% | -24.3% | -8.1% | -31.2% |
| 1Y | +14.6% | -62.4% | +77.0% | +20.3% |
| 3Y | +1,839.6% | -58.2% | +1,897.8% | +1,850.4% |
| 5Y | +81.2% | -56.5% | +137.8% | +86.0% |
| All | +74.1% | -55.5% | +129.6% | +78.5% |
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 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