+87.0%
CIFR vs INSM
+231.9%
-144.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | +26.7% | +2.8% | +23.9% | +26.1% |
| 30D | +7.7% | -4.7% | +12.5% | +8.5% |
| 3M | -23.8% | +32.6% | -56.4% | -28.3% |
| 6M | +35.9% | -10.9% | +46.8% | +36.4% |
| YTD | +25.4% | -28.2% | +53.6% | +30.2% |
| 1Y | +139.8% | -14.9% | +154.6% | +141.0% |
| 3Y | +515.0% | +375.6% | +139.4% | +371.5% |
| 5Y | +52.1% | +349.1% | -297.0% | +9.0% |
| All | +87.0% | +231.9% | -144.9% | +38.1% |
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