+75.8%
BND vs INSM
+1,255.8%
-1,180.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.2% |
| 7D | -0.1% | +1.7% | -1.9% | -0.1% |
| 30D | -0.2% | -4.4% | +4.2% | -0.2% |
| 3M | -0.7% | +30.0% | -30.7% | -0.7% |
| 6M | -1.7% | -10.0% | +8.3% | -1.7% |
| YTD | -0.5% | -26.0% | +25.5% | -0.5% |
| 1Y | +0.4% | -12.5% | +12.9% | +0.4% |
| 3Y | +13.1% | +390.5% | -377.3% | +13.3% |
| 5Y | -2.1% | +357.7% | -359.8% | -1.9% |
| 10Y | +15.7% | +877.2% | -861.5% | +16.4% |
| All | +75.8% | +1,255.8% | -1,180.0% | +74.6% |
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