+851.5%
DE vs INSM
+884.9%
-33.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -2.6% | +2.5% | -5.0% | -2.7% |
| 30D | +9.0% | -2.2% | +11.2% | +9.1% |
| 3M | +19.1% | +33.8% | -14.7% | +16.2% |
| 6M | +14.4% | -7.2% | +21.5% | +14.0% |
| YTD | +45.9% | -25.6% | +71.6% | +47.6% |
| 1Y | +43.6% | -11.2% | +54.8% | +43.0% |
| 3Y | +75.9% | +388.3% | -312.5% | +48.8% |
| 5Y | +98.8% | +376.6% | -277.9% | +64.6% |
| All | +851.5% | +884.9% | -33.4% | +641.4% |
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