+134.5%
IBM vs INSM
+868.6%
-734.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -1.8% | -4.0% | +2.1% | -1.7% |
| 3M | -13.5% | +38.5% | -52.0% | -15.1% |
| 6M | -5.1% | -11.5% | +6.4% | -5.1% |
| YTD | -19.4% | -26.9% | +7.5% | -18.7% |
| 1Y | -6.5% | -12.8% | +6.2% | -6.8% |
| 3Y | +73.8% | +384.7% | -310.9% | +54.4% |
| 5Y | +116.3% | +368.8% | -252.5% | +89.2% |
| All | +134.5% | +868.6% | -734.1% | +96.2% |
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