+70.9%
QBTS vs INSM
+352.6%
-281.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -1.0% | +0.5% | -1.4% | -1.1% |
| 30D | -17.6% | -4.0% | -13.7% | -17.1% |
| 3M | -28.3% | +38.5% | -66.9% | -33.8% |
| 6M | -11.2% | -11.5% | +0.3% | -11.3% |
| YTD | -36.3% | -26.9% | -9.4% | -34.1% |
| 1Y | +3.9% | -12.8% | +16.6% | +3.7% |
| 3Y | +1,728.8% | +384.7% | +1,344.1% | +1,156.4% |
| 5Y | +70.9% | +368.8% | -297.9% | +10.1% |
| All | +70.9% | +352.6% | -281.8% | +10.1% |
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