+65.5%
QBTS vs FOXA
+145.7%
-80.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.4% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | -19.0% | +5.0% | -24.0% | -20.5% |
| 3M | -29.5% | -3.0% | -26.4% | -29.8% |
| 6M | -11.2% | +14.8% | -25.9% | -18.2% |
| YTD | -35.8% | -8.9% | -26.8% | -34.6% |
| 1Y | +1.7% | +13.3% | -11.6% | -6.1% |
| 3Y | +1,470.1% | +115.4% | +1,354.7% | +1,062.1% |
| 5Y | +72.3% | +95.3% | -23.0% | +29.3% |
| All | +65.5% | +145.7% | -80.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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