+28.0%
CIFR vs INSM
+358.0%
-330.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.1% | -11.8% | -9.3% |
| 7D | +11.3% | +1.7% | +9.6% | +10.9% |
| 30D | +3.5% | -4.4% | +7.9% | +4.2% |
| 3M | -26.6% | +30.0% | -56.7% | -31.0% |
| 6M | +18.1% | -10.0% | +28.1% | +18.2% |
| YTD | +14.5% | -26.0% | +40.5% | +18.5% |
| 1Y | +83.3% | -12.5% | +95.8% | +83.3% |
| 3Y | +461.5% | +390.5% | +71.0% | +325.5% |
| All | +28.0% | +358.0% | -330.0% | -12.5% |
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 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