+3.3%
QBTS vs FLEX
+519.8%
-516.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -6.0% | -7.2% |
| 7D | +1.1% | -13.6% | +14.7% | +8.7% |
| 30D | -28.1% | -36.5% | +8.4% | -9.7% |
| 3M | -48.1% | -36.4% | -11.7% | -35.3% |
| 6M | -53.6% | -46.5% | -7.1% | -37.5% |
| YTD | -59.9% | +25.9% | -85.9% | -67.6% |
| 1Y | -64.3% | +19.6% | -83.9% | -70.2% |
| 3Y | +1,355.6% | +287.0% | +1,068.5% | +694.0% |
| 5Y | +6.6% | +466.6% | -460.0% | -40.8% |
| All | +3.3% | +519.8% | -516.6% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling