+13.0%
QBTS vs ILMN
-33.6%
+46.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +6.5% |
| 7D | +13.7% | -2.6% | +16.2% | +14.6% |
| 30D | -21.3% | -20.6% | -0.6% | -16.9% |
| 3M | -44.7% | +17.5% | -62.2% | -46.8% |
| 6M | -49.2% | +55.6% | -104.8% | -54.2% |
| YTD | -56.1% | +68.3% | -124.5% | -61.3% |
| 1Y | -61.1% | +81.1% | -142.2% | -66.2% |
| 3Y | +1,511.0% | +112.2% | +1,398.8% | +1,212.8% |
| 5Y | +16.6% | -42.6% | +59.2% | -2.3% |
| All | +13.0% | -33.6% | +46.6% | -3.0% |
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