+2,263.8%
ICE vs INSM
+932.1%
+1,331.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.2% | +2.8% | -3.9% | -1.3% |
| 30D | +5.0% | -4.7% | +9.7% | +5.2% |
| 3M | +13.9% | +32.6% | -18.7% | +11.4% |
| 6M | -4.4% | -10.9% | +6.5% | -4.6% |
| YTD | -1.9% | -28.2% | +26.3% | -0.9% |
| 1Y | -8.1% | -14.9% | +6.7% | -8.4% |
| 3Y | +42.5% | +375.6% | -333.1% | +22.6% |
| 5Y | +40.6% | +349.1% | -308.4% | +19.5% |
| 10Y | +217.1% | +796.6% | -579.4% | +135.6% |
| All | +2,263.8% | +932.1% | +1,331.7% | +1,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling