-95.0%
INSG vs SPY
+82.0%
-177.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.9% |
| 30D | -42.9% | +0.1% | -43.0% | -42.9% |
| 3M | -69.7% | +2.0% | -71.7% | -70.3% |
| 6M | -63.0% | +13.0% | -76.0% | -69.7% |
| YTD | -58.7% | +13.5% | -72.3% | -66.3% |
| 1Y | -66.9% | +20.0% | -86.9% | -75.2% |
| 3Y | -32.7% | +77.2% | -109.9% | -74.3% |
| All | -95.0% | +82.0% | -177.0% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling