+387.6%
EFA vs INSM
+196.1%
+191.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.5% |
| 30D | -1.3% | -4.4% | +3.1% | -1.2% |
| 3M | +5.2% | +30.0% | -24.9% | +3.6% |
| 6M | +9.4% | -10.0% | +19.4% | +9.3% |
| YTD | +12.7% | -26.0% | +38.7% | +13.6% |
| 1Y | +19.3% | -12.5% | +31.8% | +19.0% |
| 3Y | +66.3% | +390.5% | -324.2% | +49.6% |
| 5Y | +53.4% | +357.7% | -304.4% | +36.9% |
| 10Y | +144.4% | +877.2% | -732.8% | +102.2% |
| All | +387.6% | +196.1% | +191.5% | +266.6% |
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