-27.8%
COIN vs INSM
+375.8%
-403.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.4% |
| 7D | -5.1% | +2.5% | -7.6% | -5.6% |
| 30D | +17.6% | -2.2% | +19.8% | +18.0% |
| 3M | +9.2% | +33.8% | -24.6% | +0.3% |
| 6M | -11.8% | -7.2% | -4.6% | -12.7% |
| YTD | -22.5% | -25.6% | +3.1% | -19.5% |
| 1Y | -45.9% | -11.2% | -34.7% | -46.6% |
| 3Y | +117.4% | +388.3% | -270.9% | +30.6% |
| All | -27.8% | +375.8% | -403.6% | -60.1% |
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 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