+304.7%
IONQ vs INSM
+342.6%
-37.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | +7.1% | +2.8% | +4.3% | +6.4% |
| 30D | -8.9% | -4.7% | -4.2% | -8.1% |
| 3M | -35.6% | +32.6% | -68.2% | -40.5% |
| 6M | +13.3% | -10.9% | +24.1% | +13.5% |
| YTD | -9.8% | -28.2% | +18.4% | -5.3% |
| 1Y | -1.3% | -14.9% | +13.5% | -0.8% |
| 3Y | +109.3% | +375.6% | -266.3% | +35.0% |
| 5Y | +304.7% | +349.1% | -44.4% | +165.9% |
| All | +304.7% | +342.6% | -37.9% | +165.9% |
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