+406.9%
INSM vs EXR
+53.5%
+353.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | +23.9% | +18.2% | +5.7% | +18.7% |
| 3M | -4.1% | +7.3% | -11.4% | -5.9% |
| 6M | +2.7% | +13.8% | -11.1% | -1.1% |
| YTD | -30.4% | +25.9% | -56.3% | -34.7% |
| 1Y | -36.6% | +25.8% | -62.4% | -40.5% |
| 3Y | +406.9% | +53.7% | +353.2% | +320.4% |
| All | +406.9% | +53.5% | +353.4% | +320.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling