+4.9%
QBTS vs ILMN
-36.0%
+40.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +2.6% | -6.0% | +8.6% | +4.5% |
| 30D | -22.5% | -23.0% | +0.5% | -17.5% |
| 3M | -47.4% | +10.4% | -57.8% | -48.6% |
| 6M | -55.7% | +49.4% | -105.1% | -59.7% |
| YTD | -59.3% | +62.3% | -121.6% | -63.8% |
| 1Y | -63.3% | +73.7% | -136.9% | -67.7% |
| 3Y | +1,379.2% | +122.5% | +1,256.6% | +1,110.4% |
| 5Y | +8.3% | -43.2% | +51.5% | -8.4% |
| All | +4.9% | -36.0% | +40.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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