+63.3%
QBTS vs FITB
+147.9%
-84.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -22.5% | -4.7% | -17.7% | -20.6% |
| 3M | -40.0% | +6.7% | -46.7% | -42.3% |
| 6M | -12.3% | +12.6% | -24.9% | -17.8% |
| YTD | -36.6% | +19.1% | -55.7% | -42.4% |
| 1Y | +8.4% | +22.6% | -14.2% | -2.7% |
| 3Y | +1,380.4% | +127.1% | +1,253.2% | +928.1% |
| 5Y | +69.7% | +71.8% | -2.1% | +19.8% |
| All | +63.3% | +147.9% | -84.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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