+68.7%
QBTS vs FLEX
+817.9%
-749.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | +3.8% | +6.4% | -2.5% | +0.6% |
| 30D | -15.2% | -5.9% | -9.3% | -12.5% |
| 3M | -27.2% | -23.5% | -3.8% | -17.5% |
| 6M | -10.1% | +83.7% | -93.8% | -38.9% |
| YTD | -34.5% | +86.5% | -121.0% | -56.2% |
| 1Y | +6.0% | +100.5% | -94.5% | -31.3% |
| 3Y | +1,779.3% | +469.8% | +1,309.4% | +748.8% |
| 5Y | +75.4% | +725.7% | -650.2% | -19.4% |
| All | +68.7% | +817.9% | -749.2% | -20.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling