+117.8%
EW vs INSM
+884.9%
-767.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -2.9% |
| 7D | -6.2% | +2.5% | -8.6% | -6.3% |
| 30D | -9.3% | -2.2% | -7.2% | -9.2% |
| 3M | -1.6% | +33.8% | -35.4% | -4.1% |
| 6M | -0.8% | -7.2% | +6.3% | -1.2% |
| YTD | -1.0% | -25.6% | +24.6% | +0.1% |
| 1Y | +8.2% | -11.2% | +19.4% | +7.7% |
| 3Y | +12.7% | +388.3% | -375.7% | -5.4% |
| 5Y | -30.2% | +376.6% | -406.9% | -42.5% |
| All | +117.8% | +884.9% | -767.1% | +71.6% |
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 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