+1,285.5%
EWY vs INSM
-19.5%
+1,305.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | +0.3% |
| 7D | +6.7% | +1.7% | +5.0% | +6.6% |
| 30D | +17.0% | -4.4% | +21.4% | +17.2% |
| 3M | +3.7% | +30.0% | -26.4% | +1.9% |
| 6M | +42.5% | -10.0% | +52.5% | +42.5% |
| YTD | +96.2% | -26.0% | +122.2% | +98.1% |
| 1Y | +160.4% | -12.5% | +172.9% | +160.0% |
| 3Y | +231.7% | +390.5% | -158.8% | +194.1% |
| 5Y | +153.3% | +357.7% | -204.4% | +122.7% |
| 10Y | +308.8% | +877.2% | -568.4% | +229.5% |
| All | +1,285.5% | -19.5% | +1,305.0% | +916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling