-65.1%
QBTS vs INSM
-40.6%
-24.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.2% | -0.1% |
| 7D | -11.8% | +13.4% | -25.2% | -12.2% |
| 30D | -33.6% | +5.9% | -39.6% | -33.8% |
| 3M | -52.5% | +11.4% | -63.8% | -52.6% |
| 6M | -50.4% | -21.4% | -28.9% | -47.1% |
| YTD | -60.3% | -36.8% | -23.5% | -57.0% |
| 1Y | -65.1% | -39.8% | -25.3% | -68.5% |
| All | -65.1% | -40.6% | -24.5% | -68.5% |
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 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