-65.1%
QBTS vs FLR
+2.5%
-67.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | -11.8% | +1.4% | -13.2% | -12.7% |
| 30D | -33.6% | -5.9% | -27.7% | -30.2% |
| 3M | -52.5% | -7.6% | -44.8% | -50.2% |
| 6M | -50.4% | -9.3% | -41.1% | -48.0% |
| YTD | -60.3% | +20.1% | -80.4% | -73.3% |
| 1Y | -65.1% | +3.0% | -68.1% | -67.9% |
| All | -65.1% | +2.5% | -67.6% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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