+5.2%
QBTS vs FN
+375.4%
-370.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +11.7% | +6.4% | +13.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -29.8% | -34.3% | +4.5% | -17.2% |
| 3M | -45.0% | -39.9% | -5.1% | -33.9% |
| 6M | -55.2% | -51.8% | -3.4% | -41.5% |
| YTD | -59.2% | -28.1% | -31.0% | -55.2% |
| 1Y | -62.4% | -29.1% | -33.3% | -58.4% |
| 3Y | +1,264.0% | +102.4% | +1,161.5% | +965.8% |
| 5Y | +8.8% | +171.7% | -162.9% | -20.8% |
| All | +5.2% | +375.4% | -370.2% | -24.7% |
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