+59.6%
SCHW vs QBTS
+71.0%
-11.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | -0.1% | -17.6% | +17.6% | +0.5% |
| 3M | +20.6% | -28.3% | +48.9% | +21.4% |
| 6M | +15.9% | -11.2% | +27.1% | +15.2% |
| YTD | +8.5% | -36.3% | +44.8% | +8.7% |
| 1Y | +17.8% | +3.9% | +14.0% | +15.9% |
| 3Y | +88.5% | +1,728.8% | -1,640.2% | +63.1% |
| All | +59.6% | +71.0% | -11.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling