+64.1%
QBTS vs FIVN
-81.1%
+145.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.0% | -11.3% | +10.3% | +2.9% |
| 30D | -17.6% | -7.3% | -10.4% | -15.9% |
| 3M | -28.3% | +41.7% | -70.0% | -37.4% |
| 6M | -11.2% | +78.3% | -89.4% | -30.7% |
| YTD | -36.3% | +50.9% | -87.2% | -47.9% |
| 1Y | +3.9% | +19.7% | -15.8% | -7.9% |
| 3Y | +1,728.8% | -55.7% | +1,784.5% | +1,978.4% |
| 5Y | +70.9% | -82.6% | +153.4% | +95.9% |
| All | +64.1% | -81.1% | +145.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling