+164.3%
EWY vs INSM
-11.6%
+175.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +4.8% | +6.5% | -1.7% | +4.2% |
| 30D | +11.7% | +27.5% | -15.9% | +8.5% |
| 3M | -7.4% | +20.4% | -27.8% | -9.0% |
| 6M | +40.6% | -15.7% | +56.3% | +43.1% |
| YTD | +94.3% | -27.4% | +121.7% | +97.3% |
| 1Y | +164.3% | -11.4% | +175.7% | +155.3% |
| All | +164.3% | -11.6% | +175.9% | +155.3% |
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 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