+64.8%
EFA vs INSM
+392.8%
-328.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | -1.7% | -2.2% | +0.5% | -1.6% |
| 3M | +3.5% | +33.8% | -30.3% | +2.7% |
| 6M | +9.5% | -7.2% | +16.6% | +9.4% |
| YTD | +12.9% | -25.6% | +38.5% | +13.1% |
| 1Y | +18.2% | -11.2% | +29.4% | +18.0% |
| 3Y | +64.8% | +388.3% | -323.5% | +63.1% |
| All | +64.8% | +392.8% | -328.0% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling