+63.3%
QBTS vs FIVE
+51.1%
+12.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -3.1% |
| 7D | -2.4% | +4.3% | -6.7% | -3.8% |
| 30D | -22.5% | +12.5% | -35.0% | -25.7% |
| 3M | -40.0% | +31.2% | -71.3% | -45.5% |
| 6M | -12.3% | +14.4% | -26.7% | -17.0% |
| YTD | -36.6% | +33.9% | -70.5% | -43.0% |
| 1Y | +8.4% | +65.1% | -56.6% | -8.8% |
| 3Y | +1,380.4% | +49.0% | +1,331.4% | +1,041.1% |
| 5Y | +69.7% | +30.3% | +39.4% | +37.5% |
| All | +63.3% | +51.1% | +12.3% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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