+70.1%
QBTS vs FLEX
+665.2%
-595.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.3% |
| 7D | -2.4% | -0.9% | -1.5% | -1.9% |
| 30D | -22.5% | -10.1% | -12.3% | -17.8% |
| 3M | -40.0% | -31.3% | -8.7% | -26.9% |
| 6M | -12.3% | +71.3% | -83.6% | -40.9% |
| YTD | -36.6% | +81.2% | -117.8% | -59.1% |
| 1Y | +8.4% | +98.5% | -90.1% | -33.4% |
| 3Y | +1,380.4% | +428.2% | +952.1% | +504.8% |
| All | +70.1% | +665.2% | -595.2% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling