+63.3%
QBTS vs FLEX
+792.1%
-728.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.0% |
| 30D | -22.5% | -10.1% | -12.3% | -18.2% |
| 3M | -40.0% | -31.3% | -8.7% | -27.9% |
| 6M | -12.3% | +71.3% | -83.6% | -38.2% |
| YTD | -36.6% | +81.2% | -117.8% | -56.9% |
| 1Y | +8.4% | +98.5% | -90.1% | -29.4% |
| 3Y | +1,380.4% | +428.2% | +952.1% | +584.3% |
| 5Y | +69.7% | +657.3% | -587.6% | -20.7% |
| All | +63.3% | +792.1% | -728.7% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling