+167.4%
IONQ vs INSM
+257.8%
-90.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -7.0% |
| 7D | -11.5% | +5.9% | -17.4% | -12.5% |
| 30D | -8.1% | +23.9% | -32.0% | -12.3% |
| 3M | -35.8% | -4.1% | -31.7% | -35.5% |
| 6M | -47.7% | +2.7% | -50.4% | -48.9% |
| YTD | -35.6% | -30.4% | -5.3% | -32.4% |
| 1Y | -36.4% | -36.6% | +0.2% | -32.0% |
| 3Y | +150.0% | +406.9% | -256.9% | +56.6% |
| 5Y | +43.3% | +280.3% | -237.0% | -7.7% |
| All | +167.4% | +257.8% | -90.4% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling