+14.1%
BIL vs INSM
+390.5%
-376.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +0.3% | -4.4% | +4.7% | +0.3% |
| 3M | +0.9% | +30.0% | -29.1% | +0.9% |
| 6M | +1.8% | -10.0% | +11.8% | +1.8% |
| YTD | +2.5% | -26.0% | +28.5% | +2.5% |
| 1Y | +3.7% | -12.5% | +16.2% | +3.7% |
| All | +14.1% | +390.5% | -376.4% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling