+65.5%
QBTS vs INSM
+224.8%
-159.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | +1.3% | +2.5% | -1.1% | +0.9% |
| 30D | -19.0% | -2.2% | -16.8% | -18.8% |
| 3M | -29.5% | +33.8% | -63.3% | -34.1% |
| 6M | -11.2% | -7.2% | -4.0% | -12.0% |
| YTD | -35.8% | -25.6% | -10.1% | -33.9% |
| 1Y | +1.7% | -11.2% | +12.9% | +1.2% |
| 3Y | +1,470.1% | +388.3% | +1,081.8% | +1,000.9% |
| 5Y | +72.3% | +376.6% | -304.3% | +15.5% |
| All | +65.5% | +224.8% | -159.3% | +13.7% |
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