+19.8%
EWZ vs INSM
+380.9%
-361.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.6% |
| 7D | -1.5% | +1.6% | -3.1% | -1.5% |
| 30D | -24.5% | +12.5% | -37.0% | -24.8% |
| 3M | -10.7% | -13.7% | +3.0% | -10.4% |
| 6M | -19.1% | -16.5% | -2.5% | -18.9% |
| YTD | +1.6% | -34.3% | +35.9% | +2.3% |
| 1Y | +4.3% | -38.4% | +42.7% | +5.1% |
| All | +19.8% | +380.9% | -361.2% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling