+126.7%
LIN vs QBTS
-4.0%
+130.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -0.8% |
| 7D | +0.2% | +8.7% | -8.5% | +0.2% |
| 30D | +6.2% | -26.5% | +32.6% | +6.2% |
| 3M | +9.3% | -52.6% | +61.9% | +9.4% |
| 6M | +4.4% | -56.0% | +60.3% | +4.4% |
| YTD | +23.7% | -62.4% | +86.1% | +23.8% |
| 1Y | +23.5% | -62.7% | +86.2% | +23.5% |
| 3Y | +35.8% | +1,266.7% | -1,230.9% | +34.2% |
| 5Y | +65.9% | +0.2% | +65.7% | +57.7% |
| All | +126.7% | -4.0% | +130.7% | +127.8% |
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