-5.8%
QBTS vs INSM
+204.1%
-209.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.5% | -3.3% |
| 7D | -10.5% | +5.9% | -16.4% | -11.4% |
| 30D | -20.5% | +23.9% | -44.4% | -23.5% |
| 3M | -54.3% | -4.1% | -50.2% | -54.1% |
| 6M | -55.4% | +2.7% | -58.1% | -56.4% |
| YTD | -63.4% | -30.4% | -33.1% | -62.0% |
| 1Y | -59.1% | -36.6% | -22.6% | -57.0% |
| 3Y | +1,216.8% | +406.9% | +809.9% | +814.2% |
| 5Y | -2.6% | +280.3% | -282.9% | -33.7% |
| All | -5.8% | +204.1% | -209.9% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling