-63.8%
QBTS vs ILMN
+76.2%
-140.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -6.0% | -7.5% |
| 7D | +1.1% | -9.8% | +10.8% | +5.6% |
| 30D | -28.1% | -22.7% | -5.3% | -20.9% |
| 3M | -48.1% | +12.1% | -60.1% | -50.5% |
| 6M | -53.6% | +51.5% | -105.0% | -61.6% |
| YTD | -59.9% | +63.9% | -123.8% | -71.0% |
| All | -63.8% | +76.2% | -140.0% | -74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling