+67.6%
EWZ vs INSM
+342.6%
-274.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.0% |
| 7D | +5.6% | +2.8% | +2.8% | +5.4% |
| 30D | +9.3% | -4.7% | +14.0% | +9.5% |
| 3M | +15.7% | +32.6% | -16.9% | +13.8% |
| 6M | +7.4% | -10.9% | +18.3% | +7.5% |
| YTD | +22.7% | -28.2% | +50.9% | +23.9% |
| 1Y | +36.4% | -14.9% | +51.2% | +36.4% |
| 3Y | +50.4% | +375.6% | -325.2% | +38.3% |
| 5Y | +67.6% | +349.1% | -281.4% | +50.1% |
| All | +67.6% | +342.6% | -274.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling