-36.4%
IONQ vs INSM
-37.5%
+1.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.9% |
| 7D | -11.5% | +5.9% | -17.4% | -12.5% |
| 30D | -8.1% | +23.9% | -32.0% | -11.7% |
| 3M | -35.8% | -4.1% | -31.7% | -35.6% |
| 6M | -47.7% | +2.7% | -50.4% | -47.7% |
| YTD | -35.6% | -30.4% | -5.3% | -30.0% |
| 1Y | -36.4% | -36.6% | +0.2% | -31.4% |
| All | -36.4% | -37.5% | +1.1% | -31.4% |
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