+97.9%
EWT vs INSM
-11.6%
+109.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +4.0% | +6.5% | -2.6% | +3.6% |
| 30D | +10.3% | +27.5% | -17.2% | +8.6% |
| 3M | +6.1% | +20.4% | -14.3% | +4.9% |
| 6M | +56.6% | -15.7% | +72.4% | +56.4% |
| YTD | +76.6% | -27.4% | +104.0% | +76.3% |
| 1Y | +97.9% | -11.4% | +109.3% | +90.0% |
| All | +97.9% | -11.6% | +109.5% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling