+8.5%
QBTS vs FLR
+126.1%
-117.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | +2.6% | +6.3% | -3.7% | -0.5% |
| 30D | -22.5% | +1.8% | -24.3% | -22.8% |
| 3M | -47.4% | -4.4% | -43.0% | -45.8% |
| 6M | -55.7% | +15.9% | -71.5% | -59.0% |
| YTD | -59.3% | +27.7% | -87.0% | -64.8% |
| 1Y | -63.3% | +11.6% | -74.9% | -65.6% |
| 3Y | +1,379.2% | +39.9% | +1,339.3% | +1,132.8% |
| All | +8.5% | +126.1% | -117.6% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling