+240.3%
IONQ vs INSM
+282.2%
-41.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -7.0% | +2.5% | -9.5% | -7.5% |
| 30D | -18.7% | -2.2% | -16.5% | -18.4% |
| 3M | -36.6% | +33.8% | -70.4% | -41.3% |
| 6M | +7.2% | -7.2% | +14.4% | +6.5% |
| YTD | -18.1% | -25.6% | +7.5% | -14.9% |
| 1Y | -21.9% | -11.2% | -10.7% | -22.2% |
| 3Y | +86.7% | +388.3% | -301.6% | +21.3% |
| 5Y | +267.5% | +376.6% | -109.1% | +128.5% |
| All | +240.3% | +282.2% | -41.9% | +115.0% |
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