+215.4%
IONQ vs INSM
+256.6%
-41.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.9% |
| 7D | +15.3% | +9.8% | +5.5% | +13.3% |
| 30D | -6.1% | +22.5% | -28.6% | -10.2% |
| 3M | -21.6% | -8.9% | -12.7% | -20.4% |
| 6M | -40.1% | +16.2% | -56.4% | -43.1% |
| YTD | -24.1% | -30.6% | +6.5% | -20.2% |
| 1Y | -37.4% | -37.7% | +0.2% | -32.8% |
| 3Y | +219.5% | +408.4% | -188.9% | +99.6% |
| 5Y | +76.9% | +279.6% | -202.7% | +14.0% |
| All | +215.4% | +256.6% | -41.2% | +101.6% |
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