+14.1%
INSG vs SPY
+75.1%
-61.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.9% |
| 7D | -15.3% | -2.7% | -12.6% | -9.2% |
| 30D | -15.1% | -5.4% | -9.7% | -3.4% |
| 3M | -26.9% | -4.1% | -22.8% | -18.9% |
| 6M | -79.6% | +0.7% | -80.3% | -78.9% |
| YTD | -62.2% | +8.7% | -70.9% | -65.4% |
| 1Y | -72.4% | +10.9% | -83.2% | -75.4% |
| 3Y | +14.1% | +75.0% | -60.9% | -37.5% |
| All | +14.1% | +75.1% | -61.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling