+352.2%
EWZ vs INSM
-6.3%
+358.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.6% |
| 7D | +1.3% | +14.4% | -13.1% | +0.5% |
| 30D | -26.2% | +18.8% | -44.9% | -27.0% |
| 3M | -8.6% | -11.3% | +2.7% | -8.2% |
| 6M | -17.0% | +17.9% | -34.9% | -18.4% |
| YTD | +2.2% | -31.3% | +33.5% | +3.5% |
| 1Y | +2.7% | -37.7% | +40.4% | +4.5% |
| 3Y | +18.2% | +403.1% | -384.9% | +2.1% |
| 5Y | +56.0% | +279.3% | -223.3% | +35.3% |
| 10Y | +60.8% | +740.9% | -680.1% | +26.2% |
| All | +352.2% | -6.3% | +358.5% | +206.8% |
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