+706.7%
ETN vs INSM
+884.9%
-178.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.8% |
| 7D | +3.5% | +2.5% | +1.1% | +3.3% |
| 30D | -7.5% | -2.2% | -5.4% | -7.4% |
| 3M | +8.3% | +33.8% | -25.5% | +5.5% |
| 6M | +20.2% | -7.2% | +27.3% | +19.8% |
| YTD | +34.7% | -25.6% | +60.3% | +36.3% |
| 1Y | +19.4% | -11.2% | +30.7% | +19.0% |
| 3Y | +85.5% | +388.3% | -302.8% | +57.1% |
| 5Y | +186.6% | +376.6% | -190.1% | +137.7% |
| All | +706.7% | +884.9% | -178.2% | +504.8% |
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