-3.1%
QBTS vs FND
-45.8%
+42.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.4% | -3.2% | -6.2% |
| 7D | +8.7% | -5.1% | +13.9% | +10.8% |
| 30D | -26.5% | +9.2% | -35.6% | -28.5% |
| 3M | -52.6% | -17.7% | -34.9% | -49.8% |
| 6M | -56.0% | +2.5% | -58.4% | -56.7% |
| YTD | -62.4% | -19.8% | -42.6% | -60.3% |
| 1Y | -62.7% | -22.7% | -40.1% | -60.2% |
| 3Y | +1,266.7% | -38.3% | +1,305.0% | +1,414.4% |
| 5Y | +0.2% | -63.0% | +63.2% | +18.3% |
| All | -3.1% | -45.8% | +42.8% | +13.3% |
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