+126.1%
LIN vs QBTS
-11.7%
+137.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.8% | +12.1% | -0.7% |
| 7D | +3.6% | -21.7% | +25.3% | +3.6% |
| 30D | +6.4% | -42.7% | +49.1% | +6.4% |
| 3M | +6.5% | -57.7% | +64.2% | +6.6% |
| 6M | +4.9% | -58.0% | +62.8% | +4.9% |
| YTD | +23.4% | -65.4% | +88.8% | +23.5% |
| 1Y | +26.3% | -70.8% | +97.1% | +26.5% |
| 3Y | +38.0% | +930.8% | -892.8% | +36.3% |
| 5Y | +68.0% | -7.8% | +75.8% | +59.7% |
| All | +126.1% | -11.7% | +137.8% | +127.2% |
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