-12.8%
INSM vs EXR
-1.5%
-11.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +0.5% | -3.2% | +3.7% | +0.6% |
| 30D | -4.0% | -6.9% | +2.9% | -3.6% |
| 3M | +38.5% | -7.8% | +46.3% | +39.2% |
| 6M | -11.5% | -4.9% | -6.6% | -12.7% |
| YTD | -26.9% | +7.2% | -34.0% | -24.8% |
| 1Y | -12.8% | -1.5% | -11.3% | -16.5% |
| All | -12.8% | -1.5% | -11.3% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling