+367.9%
INSM vs DBX
+11.7%
+356.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +2.5% | +2.1% | +0.4% | +2.0% |
| 30D | -2.2% | +5.7% | -7.9% | -3.7% |
| 3M | +33.8% | +31.8% | +2.0% | +23.8% |
| 6M | -7.2% | +37.5% | -44.6% | -16.5% |
| YTD | -25.6% | +27.9% | -53.6% | -31.6% |
| 1Y | -11.2% | +15.0% | -26.3% | -15.7% |
| 3Y | +388.3% | +27.2% | +361.2% | +321.3% |
| All | +367.9% | +11.7% | +356.1% | +292.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling