+133.9%
SCHW vs QBTS
+63.9%
+70.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.9% | +1.3% | -3.2% | -1.9% |
| 30D | -1.6% | -19.0% | +17.4% | -1.1% |
| 3M | +21.3% | -29.5% | +50.7% | +22.1% |
| 6M | +16.5% | -11.2% | +27.6% | +15.8% |
| YTD | +8.4% | -35.8% | +44.2% | +8.6% |
| 1Y | +15.6% | +1.7% | +13.9% | +13.8% |
| 3Y | +86.8% | +1,470.1% | -1,383.2% | +62.4% |
| 5Y | +60.5% | +72.3% | -11.8% | +23.8% |
| All | +133.9% | +63.9% | +70.0% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 10y: compounded portfolio wealth divided by compounded QBTS 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…
10y analysis · Full analysis span regression · 6 months rolling