-2.9%
QBTS vs FOXA
+76.9%
-79.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -7.0% | -4.7% |
| 7D | -10.5% | +2.7% | -13.2% | -11.5% |
| 30D | -20.5% | +10.0% | -30.5% | -24.0% |
| 3M | -54.3% | +5.0% | -59.3% | -55.5% |
| 6M | -55.4% | +3.4% | -58.8% | -57.5% |
| YTD | -63.4% | -5.5% | -58.0% | -63.2% |
| 1Y | -59.1% | +5.5% | -64.7% | -61.6% |
| 3Y | +1,216.8% | +139.3% | +1,077.5% | +684.5% |
| All | -2.9% | +76.9% | -79.9% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling