+40.6%
ICE vs INSM
+384.7%
-344.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | +3.0% | -4.0% | +7.0% | +3.0% |
| 3M | +11.4% | +38.5% | -27.1% | +11.4% |
| 6M | -2.0% | -11.5% | +9.5% | -2.0% |
| YTD | -3.1% | -26.9% | +23.7% | -3.1% |
| 1Y | -8.4% | -12.8% | +4.4% | -8.4% |
| All | +40.6% | +384.7% | -344.0% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling