-48.1%
QBTS vs FLEX
-38.0%
-10.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -6.0% | -7.2% |
| 7D | +1.1% | -13.6% | +14.7% | +6.3% |
| 30D | -28.1% | -36.5% | +8.4% | -10.3% |
| 3M | -48.1% | -36.4% | -11.7% | -34.9% |
| All | -48.1% | -38.0% | -10.1% | -34.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling