-10.8%
QBTS vs FIX
+1,845.8%
-1,856.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -11.6% | -1.2% | -7.5% |
| 7D | -21.7% | -27.2% | +5.5% | -10.1% |
| 30D | -42.7% | -46.9% | +4.2% | -24.3% |
| 3M | -57.7% | -44.4% | -13.3% | -45.7% |
| 6M | -58.0% | -50.9% | -7.1% | -43.0% |
| YTD | -65.4% | +3.5% | -68.9% | -66.1% |
| 1Y | -70.8% | -2.1% | -68.7% | -70.5% |
| 3Y | +930.8% | +418.7% | +512.0% | +518.5% |
| 5Y | -7.8% | +894.6% | -902.4% | -41.3% |
| All | -10.8% | +1,845.8% | -1,856.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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