-11.4%
INSM vs DBX
+20.4%
-31.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.7% |
| 7D | +6.5% | -2.4% | +9.0% | +6.1% |
| 30D | +27.5% | -0.5% | +28.0% | +27.8% |
| 3M | +20.4% | +28.1% | -7.7% | +24.4% |
| 6M | -15.7% | +33.1% | -48.8% | -11.6% |
| YTD | -27.4% | +25.3% | -52.7% | -22.8% |
| 1Y | -11.4% | +18.3% | -29.7% | -5.6% |
| All | -11.4% | +20.4% | -31.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling