-9.3%
FLUT vs INSM
+884.9%
-894.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.9% |
| 7D | +0.4% | +2.5% | -2.0% | +0.4% |
| 30D | +2.5% | -2.2% | +4.7% | +2.5% |
| 3M | -9.2% | +33.8% | -43.0% | -9.6% |
| 6M | -8.2% | -7.2% | -1.1% | -8.3% |
| YTD | -53.2% | -25.6% | -27.6% | -53.1% |
| 1Y | -65.6% | -11.2% | -54.3% | -65.6% |
| 3Y | -43.6% | +388.3% | -431.9% | -45.0% |
| 5Y | -50.3% | +376.6% | -426.9% | -52.1% |
| All | -9.3% | +884.9% | -894.2% | -14.5% |
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