+66.4%
CME vs INSM
+416.0%
-349.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.8% |
| 7D | +3.9% | +5.9% | -2.0% | +4.0% |
| 30D | +11.3% | +23.9% | -12.6% | +11.7% |
| 3M | +19.6% | -4.1% | +23.6% | +19.5% |
| 6M | +8.1% | +2.7% | +5.4% | +8.3% |
| YTD | +20.4% | -30.4% | +50.8% | +20.0% |
| 1Y | +16.5% | -36.6% | +53.0% | +16.0% |
| 3Y | +66.4% | +406.9% | -340.5% | +82.9% |
| All | +66.4% | +416.0% | -349.6% | +82.9% |
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 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