+303.5%
EWY vs INSM
+884.9%
-581.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.1% |
| 7D | -0.1% | +2.5% | -2.5% | -0.2% |
| 30D | +7.3% | -2.2% | +9.5% | +7.4% |
| 3M | -5.1% | +33.8% | -38.9% | -7.3% |
| 6M | +42.1% | -7.2% | +49.2% | +41.8% |
| YTD | +94.1% | -25.6% | +119.8% | +96.2% |
| 1Y | +147.8% | -11.2% | +159.1% | +147.1% |
| 3Y | +222.9% | +388.3% | -165.4% | +180.5% |
| 5Y | +150.6% | +376.6% | -226.0% | +114.1% |
| All | +303.5% | +884.9% | -581.4% | +250.9% |
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