-99.6%
INSG vs SPY
+804.6%
-904.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.7% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -42.9% | +0.1% | -43.0% | -42.9% |
| 3M | -69.7% | +2.0% | -71.7% | -70.1% |
| 6M | -63.0% | +13.0% | -76.0% | -67.8% |
| YTD | -58.7% | +13.5% | -72.3% | -64.0% |
| 1Y | -66.9% | +20.0% | -86.9% | -72.9% |
| 3Y | -32.7% | +77.2% | -109.9% | -65.1% |
| 5Y | -95.1% | +81.9% | -176.9% | -97.4% |
| 10Y | -86.4% | +314.1% | -400.5% | -97.1% |
| All | -99.6% | +804.6% | -904.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling