-44.7%
IONQ vs INSM
-40.6%
-4.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -2.4% |
| 7D | -8.9% | +13.4% | -22.3% | -11.2% |
| 30D | -31.3% | +5.9% | -37.2% | -32.1% |
| 3M | -29.2% | +11.4% | -40.6% | -31.7% |
| 6M | -35.4% | -21.4% | -14.0% | -31.4% |
| YTD | -34.2% | -36.8% | +2.6% | -26.9% |
| 1Y | -44.7% | -39.8% | -4.8% | -47.8% |
| All | -44.7% | -40.6% | -4.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling