-86.6%
INSG vs SPY
+311.3%
-397.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.7% |
| 7D | +7.4% | +0.5% | +6.8% | +6.4% |
| 30D | -20.9% | -0.9% | -19.9% | -19.7% |
| 3M | -61.3% | +3.9% | -65.2% | -63.2% |
| 6M | -60.6% | +14.5% | -75.1% | -67.2% |
| YTD | -57.5% | +12.9% | -70.5% | -63.7% |
| 1Y | -66.5% | +19.4% | -85.8% | -73.3% |
| 3Y | -12.8% | +78.5% | -91.3% | -59.9% |
| 5Y | -94.8% | +81.8% | -176.5% | -97.5% |
| 10Y | -86.6% | +311.5% | -398.1% | -97.7% |
| All | -86.6% | +311.3% | -397.9% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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