+80.5%
QBTS vs FRSH
-72.0%
+152.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.9% | +11.5% | +8.0% |
| 7D | +6.8% | -10.1% | +16.9% | +10.1% |
| 30D | -14.9% | +2.2% | -17.1% | -15.9% |
| 3M | -31.6% | +28.6% | -60.2% | -37.5% |
| 6M | -4.9% | +40.2% | -45.2% | -16.2% |
| YTD | -32.4% | -1.2% | -31.2% | -34.3% |
| 1Y | +14.6% | -7.9% | +22.5% | +13.7% |
| 3Y | +1,839.6% | -44.7% | +1,884.4% | +1,999.4% |
| All | +80.5% | -72.0% | +152.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling