+64.1%
QBTS vs FND
-48.0%
+112.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | -1.0% | -5.1% | +4.1% | +0.5% |
| 30D | -17.6% | -22.5% | +4.9% | -11.1% |
| 3M | -28.3% | -5.0% | -23.3% | -27.9% |
| 6M | -11.2% | -21.5% | +10.3% | -5.5% |
| YTD | -36.3% | -23.0% | -13.3% | -31.8% |
| 1Y | +3.9% | -44.9% | +48.8% | +21.1% |
| 3Y | +1,728.8% | -50.0% | +1,778.7% | +2,021.1% |
| 5Y | +70.9% | -63.3% | +134.2% | +103.9% |
| All | +64.1% | -48.0% | +112.1% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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