-99.9%
DFNS vs INSM
+385.8%
-485.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.5% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -73.1% | -4.0% | -69.1% | -73.1% |
| 3M | -71.4% | +38.5% | -109.9% | -71.0% |
| 6M | -93.8% | -11.5% | -82.3% | -93.8% |
| YTD | -98.0% | -26.9% | -71.2% | -98.1% |
| 1Y | -98.2% | -12.8% | -85.4% | -98.2% |
| 3Y | -99.9% | +384.7% | -484.6% | -99.9% |
| 5Y | -99.9% | +368.8% | -468.7% | -99.9% |
| All | -99.9% | +385.8% | -485.7% | -99.9% |
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