+779.2%
DIA vs INSM
-21.1%
+800.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +6.5% | -6.7% | -0.4% |
| 30D | -1.5% | +27.5% | -29.1% | -2.7% |
| 3M | +3.8% | +20.4% | -16.6% | +2.7% |
| 6M | +10.3% | -15.7% | +26.0% | +10.5% |
| YTD | +12.1% | -27.4% | +39.5% | +12.9% |
| 1Y | +18.6% | -11.4% | +30.0% | +18.3% |
| 3Y | +60.6% | +457.8% | -397.2% | +45.5% |
| 5Y | +64.4% | +343.0% | -278.5% | +49.1% |
| 10Y | +250.1% | +848.1% | -598.0% | +198.5% |
| All | +779.2% | -21.1% | +800.2% | +583.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling