+3,604.4%
FIX vs INSM
+708.7%
+2,895.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.6% |
| 7D | +17.0% | +8.6% | +8.4% | +16.3% |
| 30D | -30.6% | +22.0% | -52.6% | -31.8% |
| 3M | -35.0% | -10.7% | -24.3% | -34.6% |
| 6M | -44.0% | +1.8% | -45.7% | -44.5% |
| YTD | +21.1% | -32.2% | +53.3% | +23.6% |
| 1Y | +16.3% | -39.3% | +55.5% | +19.5% |
| 3Y | +507.4% | +397.1% | +110.3% | +408.2% |
| 5Y | +1,052.1% | +270.6% | +781.5% | +869.0% |
| All | +3,604.4% | +708.7% | +2,895.7% | +2,860.7% |
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