-3.1%
QBTS vs FN
+414.2%
-417.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -5.9% |
| 7D | +8.7% | +20.8% | -12.0% | +1.1% |
| 30D | -26.5% | -17.3% | -9.2% | -20.8% |
| 3M | -52.6% | -38.1% | -14.4% | -43.5% |
| 6M | -56.0% | -44.2% | -11.7% | -45.8% |
| YTD | -62.4% | -22.3% | -40.1% | -60.0% |
| 1Y | -62.7% | -20.9% | -41.8% | -60.4% |
| 3Y | +1,266.7% | +111.1% | +1,155.6% | +942.2% |
| 5Y | +0.2% | +191.8% | -191.6% | -29.2% |
| All | -3.1% | +414.2% | -417.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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