+63.3%
QBTS vs FLR
+217.8%
-154.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -2.4% | +5.4% | -7.8% | -4.7% |
| 30D | -22.5% | +11.4% | -33.9% | -26.4% |
| 3M | -40.0% | +11.4% | -51.4% | -42.7% |
| 6M | -12.3% | +16.6% | -29.0% | -18.5% |
| YTD | -36.6% | +41.7% | -78.3% | -45.4% |
| 1Y | +8.4% | +35.4% | -27.0% | -3.0% |
| 3Y | +1,380.4% | +57.3% | +1,323.0% | +1,169.3% |
| 5Y | +69.7% | +241.0% | -171.3% | +42.6% |
| All | +63.3% | +217.8% | -154.5% | +41.4% |
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