+8.5%
QBTS vs ILMN
-46.1%
+54.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.5% | +15.5% | +17.4% |
| 7D | +0.3% | -9.7% | +10.0% | +3.2% |
| 30D | -29.8% | -20.4% | -9.4% | -25.6% |
| 3M | -45.0% | +10.0% | -55.0% | -46.5% |
| 6M | -55.2% | +49.5% | -104.7% | -59.7% |
| YTD | -59.2% | +62.5% | -121.7% | -64.2% |
| 1Y | -62.4% | +76.0% | -138.4% | -67.6% |
| 3Y | +1,264.0% | +94.2% | +1,169.8% | +997.3% |
| All | +8.5% | -46.1% | +54.7% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling