+123.5%
LIN vs QBTS
+4.2%
+119.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.0% | -19.2% | -1.2% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | +6.5% | -29.8% | +36.3% | +6.5% |
| 3M | +5.5% | -45.0% | +50.4% | +5.5% |
| 6M | +3.3% | -55.2% | +58.5% | +3.4% |
| YTD | +22.0% | -59.2% | +81.2% | +22.1% |
| 1Y | +25.7% | -62.4% | +88.1% | +25.8% |
| 3Y | +36.2% | +1,264.0% | -1,227.7% | +34.6% |
| 5Y | +66.1% | +8.8% | +57.3% | +57.8% |
| All | +123.5% | +4.2% | +119.4% | +124.6% |
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