+56.9%
IONQ vs INSM
+254.2%
-197.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.9% | +8.0% |
| 7D | +25.5% | +6.2% | +19.2% | +23.9% |
| 30D | -11.4% | +15.4% | -26.8% | -14.2% |
| 3M | -20.5% | -11.4% | -9.0% | -18.7% |
| 6M | -28.2% | +14.6% | -42.8% | -31.7% |
| YTD | -21.2% | -33.3% | +12.1% | -16.3% |
| 1Y | -40.4% | -38.8% | -1.6% | -35.6% |
| 3Y | +214.7% | +395.7% | -181.0% | +92.7% |
| 5Y | +56.9% | +258.9% | -202.0% | +55.5% |
| All | +56.9% | +254.2% | -197.3% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling