+303.4%
CME vs INSM
+729.9%
-426.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | +3.9% | +5.9% | -2.0% | +3.8% |
| 30D | +11.3% | +23.9% | -12.6% | +10.6% |
| 3M | +19.6% | -4.1% | +23.6% | +19.6% |
| 6M | +8.1% | +2.7% | +5.4% | +7.6% |
| YTD | +20.4% | -30.4% | +50.8% | +21.1% |
| 1Y | +16.5% | -36.6% | +53.0% | +17.5% |
| 3Y | +66.4% | +406.9% | -340.5% | +53.7% |
| 5Y | +74.5% | +280.3% | -205.8% | +61.4% |
| All | +303.4% | +729.9% | -426.5% | +261.9% |
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