+64.1%
QBTS vs FTV
+8.4%
+55.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.1% |
| 7D | -1.0% | -5.2% | +4.2% | +2.8% |
| 30D | -17.6% | -11.5% | -6.1% | -10.4% |
| 3M | -28.3% | -9.0% | -19.3% | -24.2% |
| 6M | -11.2% | -2.0% | -9.2% | -12.1% |
| YTD | -36.3% | -0.9% | -35.3% | -38.6% |
| 1Y | +3.9% | +14.8% | -10.9% | -11.9% |
| 3Y | +1,728.8% | -5.5% | +1,734.3% | +1,754.1% |
| 5Y | +70.9% | -1.9% | +72.7% | +70.6% |
| All | +64.1% | +8.4% | +55.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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