+63.8%
DIA vs INSM
+352.6%
-288.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.6% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -3.0% | -4.0% | +1.0% | -2.9% |
| 3M | +4.5% | +38.5% | -34.0% | +2.9% |
| 6M | +9.8% | -11.5% | +21.3% | +9.8% |
| YTD | +9.3% | -26.9% | +36.2% | +10.1% |
| 1Y | +16.0% | -12.8% | +28.7% | +15.8% |
| 3Y | +57.7% | +384.7% | -327.0% | +46.3% |
| 5Y | +63.8% | +368.8% | -305.0% | +46.1% |
| All | +63.8% | +352.6% | -288.9% | +46.1% |
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