+64.1%
QBTS vs FLR
+203.1%
-138.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.7% |
| 7D | -1.0% | -6.9% | +5.9% | +2.2% |
| 30D | -17.6% | +1.1% | -18.8% | -18.1% |
| 3M | -28.3% | +14.3% | -42.7% | -32.3% |
| 6M | -11.2% | +19.1% | -30.3% | -17.9% |
| YTD | -36.3% | +35.1% | -71.4% | -44.0% |
| 1Y | +3.9% | +29.5% | -25.6% | -5.2% |
| 3Y | +1,728.8% | +53.0% | +1,675.8% | +1,495.6% |
| 5Y | +70.9% | +238.9% | -168.1% | +46.6% |
| All | +64.1% | +203.1% | -138.9% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling