+66.5%
EWZ vs INSM
+729.9%
-663.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.2% |
| 7D | +0.8% | +5.9% | -5.1% | +0.3% |
| 30D | -24.4% | +23.9% | -48.3% | -25.7% |
| 3M | -4.6% | -4.1% | -0.5% | -4.5% |
| 6M | -11.6% | +2.7% | -14.3% | -12.4% |
| YTD | +2.4% | -30.4% | +32.8% | +4.0% |
| 1Y | +2.1% | -36.6% | +38.6% | +4.3% |
| 3Y | +18.7% | +406.9% | -388.2% | -1.9% |
| 5Y | +54.2% | +280.3% | -226.1% | +28.2% |
| All | +66.5% | +729.9% | -663.4% | +29.4% |
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 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