+833.7%
INSM vs EXR
+151.8%
+681.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +2.5% | -1.2% | +3.6% | +2.9% |
| 30D | -2.2% | -6.2% | +4.0% | 0.0% |
| 3M | +33.8% | -7.4% | +41.2% | +37.0% |
| 6M | -7.2% | -0.5% | -6.6% | -7.5% |
| YTD | -25.6% | +8.1% | -33.7% | -28.2% |
| 1Y | -11.2% | -2.9% | -8.4% | -11.3% |
| 3Y | +388.3% | +22.9% | +365.4% | +333.8% |
| 5Y | +376.6% | -10.2% | +386.8% | +375.9% |
| All | +833.7% | +151.8% | +681.9% | +480.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling