-35.5%
DOW vs INSM
+352.6%
-388.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -2.4% | +0.5% | -2.8% | -2.4% |
| 30D | -4.1% | -4.0% | -0.1% | -3.9% |
| 3M | -12.4% | +38.5% | -51.0% | -13.9% |
| 6M | -10.6% | -11.5% | +0.9% | -10.6% |
| YTD | +31.1% | -26.9% | +58.0% | +32.1% |
| 1Y | +30.5% | -12.8% | +43.3% | +30.0% |
| 3Y | -34.4% | +384.7% | -419.1% | -39.9% |
| 5Y | -35.5% | +368.8% | -404.3% | -43.5% |
| All | -35.5% | +352.6% | -388.1% | -43.5% |
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