+1,091.4%
INSM vs EXR
+2,662.2%
-1,570.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +6.5% | -2.6% | +9.1% | +7.3% |
| 30D | +27.5% | -7.2% | +34.7% | +30.1% |
| 3M | +20.4% | -3.5% | +23.9% | +21.2% |
| 6M | -15.7% | -5.3% | -10.4% | -14.7% |
| YTD | -27.4% | +9.4% | -36.8% | -29.5% |
| 1Y | -11.4% | +1.3% | -12.7% | -12.4% |
| 3Y | +457.8% | +22.4% | +435.4% | +413.6% |
| 5Y | +343.0% | -12.2% | +355.2% | +345.1% |
| 10Y | +848.1% | +148.6% | +699.5% | +605.6% |
| All | +1,091.4% | +2,662.2% | -1,570.8% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling