+4.9%
QBTS vs FLR
+186.5%
-181.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +2.6% | +6.3% | -3.7% | +0.3% |
| 30D | -22.5% | +1.8% | -24.3% | -22.7% |
| 3M | -47.4% | -4.4% | -43.0% | -46.1% |
| 6M | -55.7% | +15.9% | -71.5% | -58.0% |
| YTD | -59.3% | +27.7% | -87.0% | -63.2% |
| 1Y | -63.3% | +11.6% | -74.9% | -64.7% |
| 3Y | +1,379.2% | +39.9% | +1,339.3% | +1,236.6% |
| 5Y | +8.3% | +127.5% | -119.2% | -4.0% |
| All | +4.9% | +186.5% | -181.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling