+25.3%
BIL vs INSM
+884.9%
-859.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +0.3% | -2.2% | +2.5% | +0.3% |
| 3M | +0.9% | +33.8% | -32.9% | +0.9% |
| 6M | +1.8% | -7.2% | +9.0% | +1.8% |
| YTD | +2.5% | -25.6% | +28.1% | +2.5% |
| 1Y | +3.7% | -11.2% | +14.9% | +3.7% |
| 3Y | +14.1% | +388.3% | -374.2% | +14.2% |
| 5Y | +19.5% | +376.6% | -357.2% | +19.5% |
| All | +25.3% | +884.9% | -859.5% | +25.5% |
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 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