-3.1%
QBTS vs FITB
+145.5%
-148.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.9% | -6.7% | -7.1% |
| 7D | +8.7% | +0.8% | +7.9% | +8.3% |
| 30D | -26.5% | +7.3% | -33.8% | -28.9% |
| 3M | -52.6% | -6.3% | -46.2% | -50.9% |
| 6M | -56.0% | +12.6% | -68.5% | -58.7% |
| YTD | -62.4% | +18.0% | -80.4% | -65.6% |
| 1Y | -62.7% | +28.9% | -91.6% | -67.4% |
| 3Y | +1,266.7% | +139.4% | +1,127.3% | +837.9% |
| 5Y | +0.2% | +47.2% | -47.0% | -28.3% |
| All | -3.1% | +145.5% | -148.6% | -30.5% |
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