+1,216.8%
QBTS vs FLEX
+281.5%
+935.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -0.2% |
| 7D | -10.5% | +7.5% | -17.9% | -14.6% |
| 30D | -20.5% | -25.3% | +4.7% | -5.5% |
| 3M | -54.3% | -39.7% | -14.6% | -37.7% |
| 6M | -55.4% | -47.9% | -7.6% | -34.7% |
| YTD | -63.4% | +24.1% | -87.5% | -75.1% |
| 1Y | -59.1% | +26.0% | -85.1% | -72.7% |
| 3Y | +1,216.8% | +282.7% | +934.1% | +234.4% |
| All | +1,216.8% | +281.5% | +935.3% | +234.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling