-60.9%
QBTS vs ILMN
+79.5%
-140.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +5.9% |
| 7D | +13.7% | -2.6% | +16.2% | +15.1% |
| 30D | -21.3% | -20.6% | -0.6% | -14.5% |
| 3M | -44.7% | +17.5% | -62.2% | -48.4% |
| 6M | -49.2% | +55.6% | -104.8% | -58.4% |
| YTD | -56.1% | +68.3% | -124.5% | -68.6% |
| All | -60.9% | +79.5% | -140.4% | -73.2% |
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