-33.4%
QBTS vs FPS
-13.1%
-20.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +16.0% | -8.6% | -0.9% |
| 7D | +13.7% | -8.0% | +21.7% | +15.9% |
| 30D | -21.3% | -43.5% | +22.3% | +2.5% |
| 3M | -44.7% | -41.6% | -3.1% | -30.7% |
| 6M | -49.2% | -44.0% | -5.1% | -36.6% |
| All | -33.4% | -13.1% | -20.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling