+513.6%
EWT vs INSM
+884.9%
-371.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | +4.5% | -2.2% | +6.6% | +4.6% |
| 3M | +8.3% | +33.8% | -25.5% | +6.1% |
| 6M | +54.2% | -7.2% | +61.4% | +53.8% |
| YTD | +74.6% | -25.6% | +100.2% | +76.2% |
| 1Y | +84.9% | -11.2% | +96.1% | +84.2% |
| 3Y | +197.5% | +388.3% | -190.8% | +161.3% |
| 5Y | +150.6% | +376.6% | -226.1% | +116.8% |
| All | +513.6% | +884.9% | -371.2% | +426.0% |
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 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