+6.0%
QBTS vs FLEX
+101.8%
-95.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.2% |
| 6M | -10.1% | +83.7% | -93.8% | -44.0% |
| YTD | -34.5% | +86.5% | -121.0% | -60.8% |
| 1Y | +6.0% | +100.5% | -94.5% | -35.5% |
| All | +6.0% | +101.8% | -95.8% | -35.5% |
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