-2.9%
QBTS vs ILMN
-44.7%
+41.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -10.5% | -2.9% | -7.6% | -9.7% |
| 30D | -20.5% | -23.8% | +3.3% | -14.7% |
| 3M | -54.3% | +7.5% | -61.7% | -55.1% |
| 6M | -55.4% | +42.8% | -98.2% | -59.4% |
| YTD | -63.4% | +57.8% | -121.3% | -67.7% |
| 1Y | -59.1% | +72.6% | -131.7% | -64.6% |
| 3Y | +1,216.8% | +129.3% | +1,087.5% | +953.3% |
| All | -2.9% | -44.7% | +41.7% | -18.5% |
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