-7.0%
FXI vs INSM
+352.6%
-359.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -3.7% | -4.0% | +0.3% | -3.5% |
| 3M | -0.4% | +38.5% | -38.9% | -2.7% |
| 6M | -5.4% | -11.5% | +6.1% | -5.4% |
| YTD | -9.6% | -26.9% | +17.3% | -8.6% |
| 1Y | -11.9% | -12.8% | +0.9% | -12.2% |
| 3Y | +37.8% | +384.7% | -346.8% | +20.2% |
| 5Y | -7.0% | +368.8% | -375.8% | -24.6% |
| All | -7.0% | +352.6% | -359.7% | -24.6% |
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