+125.8%
LIN vs QBTS
+11.9%
+113.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.4% | -6.4% | +1.0% |
| 7D | +0.1% | +13.7% | -13.6% | +0.1% |
| 30D | +7.6% | -21.3% | +28.8% | +7.6% |
| 3M | +6.5% | -44.7% | +51.3% | +6.6% |
| 6M | +6.2% | -49.2% | +55.4% | +6.2% |
| YTD | +23.2% | -56.1% | +79.4% | +23.3% |
| 1Y | +25.4% | -61.1% | +86.5% | +25.5% |
| 3Y | +38.3% | +1,511.0% | -1,472.7% | +36.7% |
| 5Y | +64.4% | +16.6% | +47.9% | +56.3% |
| All | +125.8% | +11.9% | +113.8% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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