+107.2%
LIN vs QBTS
+61.8%
+45.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -1.0% |
| 7D | -2.1% | -2.4% | +0.3% | -2.1% |
| 30D | -2.4% | -22.5% | +20.1% | -2.4% |
| 3M | -5.6% | -40.0% | +34.4% | -5.5% |
| 6M | -3.4% | -12.3% | +8.9% | -3.4% |
| YTD | +13.1% | -36.6% | +49.7% | +13.1% |
| 1Y | +2.5% | +8.4% | -6.0% | +2.2% |
| 3Y | +27.6% | +1,380.4% | -1,352.8% | +25.9% |
| 5Y | +63.0% | +69.7% | -6.7% | +54.8% |
| All | +107.2% | +61.8% | +45.4% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling