-65.1%
QBTS vs FLEX
+23.4%
-88.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.4% | +6.1% |
| 7D | -11.8% | -17.0% | +5.2% | -3.8% |
| 30D | -33.6% | -33.8% | +0.2% | -19.3% |
| 3M | -52.5% | -39.0% | -13.4% | -40.1% |
| 6M | -50.4% | -15.9% | -34.5% | -48.8% |
| YTD | -60.3% | +27.8% | -88.1% | -71.5% |
| 1Y | -65.1% | +25.0% | -90.1% | -75.6% |
| All | -65.1% | +23.4% | -88.5% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling