-5.8%
QBTS vs FLR
+177.2%
-183.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.4% |
| 7D | -10.5% | +5.4% | -15.9% | -12.5% |
| 30D | -20.5% | +2.8% | -23.4% | -21.1% |
| 3M | -54.3% | -6.4% | -47.9% | -52.7% |
| 6M | -55.4% | +8.8% | -64.2% | -56.5% |
| YTD | -63.4% | +23.6% | -87.0% | -66.4% |
| 1Y | -59.1% | +13.8% | -72.9% | -61.0% |
| 3Y | +1,216.8% | +36.5% | +1,180.3% | +1,106.9% |
| 5Y | -2.6% | +119.3% | -122.0% | -12.4% |
| All | -5.8% | +177.2% | -183.0% | -13.0% |
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