+0.2%
QBTS vs FTV
+18.0%
-17.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.6% |
| 7D | +8.7% | +3.7% | +5.0% | +5.8% |
| 30D | -26.5% | +16.8% | -43.3% | -34.7% |
| 3M | -52.6% | +10.4% | -62.9% | -56.2% |
| 6M | -56.0% | +12.8% | -68.8% | -60.6% |
| YTD | -62.4% | +23.3% | -85.7% | -69.7% |
| 1Y | -62.7% | +31.0% | -93.7% | -71.8% |
| 3Y | +1,266.7% | +38.6% | +1,228.1% | +967.5% |
| 5Y | +0.2% | +17.6% | -17.4% | -16.8% |
| All | +0.2% | +18.0% | -17.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling