+1,500.0%
QBTS vs FLR
+56.0%
+1,444.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | 0.0% | -0.8% |
| 7D | +3.8% | -3.1% | +6.9% | +6.3% |
| 30D | -15.2% | +4.9% | -20.1% | -18.3% |
| 3M | -27.2% | +10.8% | -38.0% | -33.1% |
| 6M | -10.1% | +19.7% | -29.7% | -23.2% |
| YTD | -34.5% | +38.4% | -72.9% | -50.1% |
| 1Y | +6.0% | +34.7% | -28.7% | -14.6% |
| All | +1,500.0% | +56.0% | +1,444.0% | +946.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling