+357.7%
INSM vs EXR
-13.9%
+371.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +4.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.8% |
| 30D | -4.4% | -7.5% | +3.1% | -1.9% |
| 3M | +30.0% | -7.5% | +37.6% | +33.0% |
| 6M | -10.0% | -5.2% | -4.8% | -8.8% |
| YTD | -26.0% | +6.5% | -32.5% | -28.1% |
| 1Y | -12.5% | -2.0% | -10.5% | -12.9% |
| 3Y | +390.5% | +21.5% | +368.9% | +335.0% |
| 5Y | +357.7% | -11.5% | +369.2% | +359.4% |
| All | +357.7% | -13.9% | +371.6% | +359.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling