+63.3%
QBTS vs ILMN
-34.4%
+97.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.1% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -22.5% | +9.2% | -31.7% | -24.1% |
| 3M | -40.0% | +29.8% | -69.9% | -43.6% |
| 6M | -12.3% | +69.2% | -81.5% | -22.1% |
| YTD | -36.6% | +66.4% | -103.0% | -43.9% |
| 1Y | +8.4% | +123.4% | -115.0% | -10.0% |
| 3Y | +1,380.4% | +33.2% | +1,347.2% | +1,130.9% |
| 5Y | +69.7% | -52.0% | +121.7% | +42.7% |
| All | +63.3% | -34.4% | +97.7% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling