+118.9%
EOG vs INSM
+884.9%
-766.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +1.3% |
| 30D | +2.9% | -2.2% | +5.1% | +3.1% |
| 3M | +8.7% | +33.8% | -25.1% | +5.7% |
| 6M | +12.9% | -7.2% | +20.1% | +12.4% |
| YTD | +43.8% | -25.6% | +69.5% | +45.6% |
| 1Y | +27.1% | -11.2% | +38.3% | +26.3% |
| 3Y | +25.9% | +388.3% | -362.4% | +2.8% |
| 5Y | +177.9% | +376.6% | -198.7% | +121.7% |
| All | +118.9% | +884.9% | -766.0% | +67.3% |
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