+851.2%
EEM vs INSM
+1,510.0%
-658.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | +2.0% | +1.7% | +0.3% | +1.9% |
| 30D | +5.1% | -4.4% | +9.5% | +5.3% |
| 3M | +4.6% | +30.0% | -25.5% | +2.6% |
| 6M | +17.8% | -10.0% | +27.8% | +17.6% |
| YTD | +25.8% | -26.0% | +51.8% | +27.0% |
| 1Y | +36.4% | -12.5% | +48.9% | +36.0% |
| 3Y | +90.0% | +390.5% | -300.5% | +65.7% |
| 5Y | +46.6% | +357.7% | -311.1% | +26.6% |
| 10Y | +132.3% | +877.2% | -745.0% | +81.3% |
| All | +851.2% | +1,510.0% | -658.8% | +605.9% |
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 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