+74.1%
QBTS vs FLEX
+831.2%
-757.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.4% | +2.2% | +4.3% |
| 7D | +6.8% | +7.0% | -0.1% | +3.2% |
| 30D | -14.9% | -5.8% | -9.1% | -12.2% |
| 3M | -31.6% | -24.2% | -7.4% | -22.0% |
| 6M | -4.9% | +90.8% | -95.8% | -36.8% |
| YTD | -32.4% | +89.2% | -121.6% | -55.1% |
| 1Y | +14.6% | +104.7% | -90.1% | -26.5% |
| 3Y | +1,839.6% | +478.1% | +1,361.5% | +769.4% |
| 5Y | +81.2% | +726.2% | -645.0% | -17.3% |
| All | +74.1% | +831.2% | -757.1% | -18.8% |
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