+371.3%
INSM vs EXR
+24.5%
+346.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | -4.7% | -6.9% | +2.2% | -3.2% |
| 3M | +32.6% | -3.0% | +35.6% | +33.1% |
| 6M | -10.9% | -2.9% | -7.9% | -10.7% |
| YTD | -28.2% | +9.3% | -37.5% | -29.9% |
| 1Y | -14.9% | -0.9% | -13.9% | -15.2% |
| All | +371.3% | +24.5% | +346.7% | +348.2% |
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