+63.3%
QBTS vs FTV
+13.2%
+50.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.7% |
| 7D | -2.4% | -4.5% | +2.1% | +0.8% |
| 30D | -22.5% | -7.1% | -15.4% | -18.4% |
| 3M | -40.0% | -7.2% | -32.8% | -37.5% |
| 6M | -12.3% | -1.5% | -10.8% | -13.4% |
| YTD | -36.6% | +3.5% | -40.1% | -40.7% |
| 1Y | +8.4% | +20.3% | -11.9% | -11.0% |
| 3Y | +1,380.4% | -3.1% | +1,383.5% | +1,364.9% |
| 5Y | +69.7% | +2.3% | +67.4% | +64.3% |
| All | +63.3% | +13.2% | +50.1% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling