-12.1%
DOW vs INSM
+347.5%
-359.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.2% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | -3.9% | -2.2% | -1.8% | -3.8% |
| 3M | -12.7% | +33.8% | -46.5% | -15.7% |
| 6M | -13.7% | -7.2% | -6.5% | -14.2% |
| YTD | +28.4% | -25.6% | +54.0% | +30.4% |
| 1Y | +21.8% | -11.2% | +33.0% | +20.6% |
| 3Y | -35.7% | +388.3% | -424.0% | -50.1% |
| 5Y | -36.8% | +376.6% | -413.5% | -53.2% |
| All | -12.1% | +347.5% | -359.5% | -44.4% |
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